+45.6%
ALLE vs NTRS
+161.8%
-116.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -2.2% | +0.9% | -3.0% | -2.5% |
| 30D | -8.3% | -1.2% | -7.1% | -8.0% |
| 3M | +16.3% | +8.8% | +7.5% | +12.1% |
| 6M | +1.8% | +34.7% | -32.9% | -10.3% |
| YTD | -3.9% | +37.2% | -41.2% | -16.5% |
| 1Y | -10.0% | +46.3% | -56.4% | -24.1% |
| All | +45.6% | +161.8% | -116.2% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling