+125.3%
AS vs NTR
+54.5%
+70.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -3.6% | -1.4% | -2.2% | -3.5% |
| 30D | +3.4% | +2.2% | +1.2% | +3.2% |
| 3M | -8.6% | +6.8% | -15.4% | -9.6% |
| 6M | -10.0% | +0.6% | -10.7% | -10.5% |
| YTD | -19.2% | +18.2% | -37.4% | -24.2% |
| 1Y | -3.8% | +21.3% | -25.1% | -10.8% |
| All | +125.3% | +54.5% | +70.8% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling