-15.4%
AS vs NTR
-3.6%
-11.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.3% |
| 7D | +6.9% | +3.0% | +4.0% | +7.5% |
| 30D | +16.0% | +2.2% | +13.8% | +16.4% |
| 3M | -12.8% | +7.9% | -20.7% | -12.6% |
| 6M | -15.4% | -1.5% | -13.9% | -16.8% |
| All | -15.4% | -3.6% | -11.8% | -16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling