+49.9%
AR vs NTR
+40.7%
+9.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +5.5% | +21.7% | -16.2% | -2.1% |
| 3M | +12.9% | +22.8% | -9.9% | +4.1% |
| 6M | +0.1% | +8.2% | -8.1% | -3.6% |
| YTD | +13.5% | +32.9% | -19.4% | +0.8% |
| 1Y | +21.6% | +45.3% | -23.8% | +3.7% |
| All | +49.9% | +40.7% | +9.2% | +31.4% |
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