+2,787.3%
ALB vs NTRS
+3,522.8%
-735.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.7% |
| 7D | -7.6% | +0.3% | -7.9% | -7.8% |
| 30D | -5.6% | +0.2% | -5.8% | -5.8% |
| 3M | -16.8% | +13.2% | -30.1% | -21.8% |
| 6M | -26.3% | +36.9% | -63.2% | -36.8% |
| YTD | -13.2% | +39.1% | -52.3% | -26.2% |
| 1Y | +68.8% | +50.4% | +18.4% | +38.3% |
| 3Y | -30.7% | +166.8% | -197.5% | -56.3% |
| 5Y | -46.3% | +92.9% | -139.1% | -61.0% |
| 10Y | +81.7% | +255.7% | -174.0% | -0.6% |
| All | +2,787.3% | +3,522.8% | -735.5% | +723.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling