+18.0%
ALLE vs NTR
+21.2%
-3.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.6% | -0.3% | +3.9% | +3.6% |
| 30D | +25.9% | +2.0% | +23.9% | +25.8% |
| 3M | +15.8% | +6.4% | +9.4% | +16.0% |
| 6M | +48.1% | +1.6% | +46.5% | +48.2% |
| YTD | +22.0% | +18.2% | +3.7% | +17.8% |
| 1Y | +18.0% | +23.9% | -5.9% | +12.8% |
| All | +18.0% | +21.2% | -3.1% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling