+166.7%
ALLE vs NTR
+82.2%
+84.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.0% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +27.4% | +5.4% | +22.0% | +25.6% |
| 3M | +13.8% | +7.3% | +6.5% | +11.4% |
| 6M | +45.5% | +2.2% | +43.3% | +43.8% |
| YTD | +21.4% | +18.9% | +2.5% | +13.3% |
| 1Y | +15.4% | +23.7% | -8.3% | +6.2% |
| 3Y | +91.7% | +47.5% | +44.2% | +63.3% |
| 5Y | +54.5% | +22.0% | +32.5% | +28.2% |
| All | +166.7% | +82.2% | +84.5% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling