-63.4%
ALB vs NTR
+19.8%
-83.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.8% | -0.3% | -5.4% | -5.6% |
| 30D | -4.5% | +2.0% | -6.5% | -5.6% |
| 3M | -28.1% | +6.4% | -34.5% | -30.4% |
| 6M | -53.2% | +1.6% | -54.8% | -53.8% |
| YTD | -33.3% | +18.2% | -51.5% | -40.1% |
| 1Y | -17.4% | +23.9% | -41.4% | -28.1% |
| 3Y | -14.1% | +44.7% | -58.8% | -31.7% |
| All | -63.4% | +19.8% | -83.2% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling