+7.4%
ALB vs NTR
+103.7%
-96.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.9% |
| 7D | -8.6% | +0.5% | -9.1% | -8.9% |
| 30D | -4.0% | +21.7% | -25.8% | -14.3% |
| 3M | -17.4% | +22.8% | -40.1% | -26.9% |
| 6M | -25.4% | +8.2% | -33.6% | -29.7% |
| YTD | -10.5% | +32.9% | -43.5% | -25.6% |
| 1Y | +75.8% | +45.3% | +30.5% | +38.0% |
| 3Y | -28.5% | +41.7% | -70.2% | -43.5% |
| 5Y | -45.1% | +49.8% | -94.9% | -62.0% |
| All | +7.4% | +103.7% | -96.2% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling