-20.1%
AS vs NTR
+9.0%
-29.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.1% | +3.0% |
| 7D | -4.9% | +8.1% | -13.0% | -2.3% |
| 30D | -19.6% | +18.8% | -38.4% | -14.7% |
| 3M | -14.4% | +16.2% | -30.6% | -10.2% |
| 6M | -20.1% | +9.8% | -29.9% | -17.9% |
| All | -20.1% | +9.0% | -29.1% | -17.9% |
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 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