-45.4%
ALB vs NTR
+45.7%
-91.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.2% |
| 7D | -6.6% | -1.3% | -5.3% | -6.0% |
| 30D | -8.1% | +16.8% | -24.9% | -15.2% |
| 3M | -25.7% | +20.7% | -46.4% | -32.9% |
| 6M | -29.5% | +0.5% | -30.0% | -30.4% |
| YTD | -16.2% | +29.2% | -45.4% | -28.0% |
| 1Y | +59.2% | +39.6% | +19.7% | +30.6% |
| 3Y | -33.7% | +37.9% | -71.6% | -46.4% |
| All | -45.4% | +45.7% | -91.1% | -59.0% |
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