+90.1%
ALLE vs NTR
+46.8%
+43.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +0.1% | +4.1% | -4.0% | -0.4% |
| 30D | +25.9% | +7.0% | +19.0% | +25.0% |
| 3M | +14.9% | +9.7% | +5.2% | +13.6% |
| 6M | +42.1% | +7.4% | +34.7% | +40.6% |
| YTD | +20.4% | +19.8% | +0.6% | +15.6% |
| 1Y | +14.9% | +25.4% | -10.6% | +9.2% |
| 3Y | +90.1% | +48.6% | +41.5% | +70.3% |
| All | +90.1% | +46.8% | +43.3% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling