+74.0%
ALB vs NTRS
+259.9%
-185.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -4.1% |
| 7D | -6.6% | +1.4% | -8.0% | -7.5% |
| 30D | -8.1% | -0.7% | -7.5% | -7.9% |
| 3M | -25.7% | +11.3% | -37.0% | -31.1% |
| 6M | -29.5% | +35.5% | -65.0% | -42.7% |
| YTD | -16.2% | +40.6% | -56.8% | -33.8% |
| 1Y | +59.2% | +49.2% | +10.0% | +20.9% |
| 3Y | -33.7% | +167.2% | -201.0% | -65.8% |
| 5Y | -48.1% | +94.9% | -143.1% | -67.7% |
| All | +74.0% | +259.9% | -185.9% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling