-45.4%
ALB vs NTRS
+93.2%
-138.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -4.2% |
| 7D | -6.6% | +1.4% | -8.0% | -7.6% |
| 30D | -8.1% | -0.7% | -7.5% | -7.9% |
| 3M | -25.7% | +11.3% | -37.0% | -31.5% |
| 6M | -29.5% | +35.5% | -65.0% | -43.7% |
| YTD | -16.2% | +40.6% | -56.8% | -35.1% |
| 1Y | +59.2% | +49.2% | +10.0% | +18.1% |
| 3Y | -33.7% | +167.2% | -201.0% | -67.9% |
| All | -45.4% | +93.2% | -138.6% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling