-24.7%
AR vs NTRS
+386.7%
-411.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.7% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | +3.5% | +0.2% | +3.4% | +3.3% |
| 3M | +9.9% | +13.2% | -3.3% | +1.5% |
| 6M | +4.5% | +36.9% | -32.4% | -14.7% |
| YTD | +13.7% | +39.1% | -25.4% | -9.1% |
| 1Y | +19.2% | +50.4% | -31.2% | -9.4% |
| 3Y | +46.2% | +166.8% | -120.6% | -25.1% |
| 5Y | +145.9% | +92.9% | +53.0% | +49.6% |
| 10Y | +44.5% | +255.7% | -211.2% | -38.3% |
| All | -24.7% | +386.7% | -411.4% | -70.3% |
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 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