+2.1%
AS vs NTR
+36.7%
-34.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.0% | +1.1% | +6.1% |
| 7D | +13.8% | +4.3% | +9.4% | +14.9% |
| 30D | +16.7% | +2.6% | +14.1% | +17.4% |
| 3M | -11.5% | +8.5% | -20.0% | -9.7% |
| 6M | -5.5% | -3.3% | -2.2% | -6.3% |
| YTD | -14.2% | +19.6% | -33.8% | -9.7% |
| 1Y | +2.1% | +37.6% | -35.5% | +11.2% |
| All | +2.1% | +36.7% | -34.6% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling