+267.8%
ALLE vs NTRS
+350.4%
-82.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.2% |
| 7D | +2.8% | +1.7% | +1.1% | +2.0% |
| 30D | -7.6% | +0.1% | -7.8% | -7.8% |
| 3M | +22.8% | +9.8% | +12.9% | +16.9% |
| 6M | +4.6% | +34.7% | -30.1% | -10.1% |
| YTD | -1.2% | +37.4% | -38.6% | -16.4% |
| 1Y | -9.1% | +48.2% | -57.3% | -26.0% |
| 3Y | +50.0% | +163.5% | -113.5% | -10.2% |
| 5Y | +15.2% | +88.2% | -73.0% | -20.8% |
| 10Y | +151.1% | +246.8% | -95.8% | +19.4% |
| All | +267.8% | +350.4% | -82.6% | +61.5% |
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