-3.8%
AS vs NTR
+23.4%
-27.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -3.0% |
| 7D | -3.6% | -1.4% | -2.2% | -3.9% |
| 30D | +3.4% | +2.2% | +1.2% | +4.0% |
| 3M | -8.6% | +6.8% | -15.4% | -7.2% |
| 6M | -10.0% | +0.6% | -10.7% | -10.0% |
| YTD | -19.2% | +18.2% | -37.4% | -15.3% |
| 1Y | -3.8% | +21.3% | -25.1% | +1.8% |
| All | -3.8% | +23.4% | -27.2% | +1.8% |
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