+5.7%
AS vs NTR
+29.5%
-23.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.9% |
| 7D | +4.5% | +4.1% | +0.4% | +5.5% |
| 30D | +13.2% | +7.0% | +6.3% | +15.1% |
| 3M | -11.9% | +9.7% | -21.6% | -10.0% |
| 6M | -11.6% | +7.4% | -19.0% | -10.0% |
| YTD | -14.7% | +19.8% | -34.5% | -10.6% |
| 1Y | +5.7% | +25.4% | -19.7% | +12.0% |
| All | +5.7% | +29.5% | -23.8% | +12.0% |
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