+120.4%
AS vs NTR
+71.1%
+49.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.1% | +3.7% |
| 7D | -4.9% | +8.1% | -13.0% | -5.7% |
| 30D | -19.6% | +18.8% | -38.4% | -21.2% |
| 3M | -14.4% | +16.2% | -30.6% | -16.0% |
| 6M | -20.1% | +9.8% | -29.9% | -21.9% |
| YTD | -20.9% | +30.9% | -51.8% | -26.5% |
| 1Y | -21.9% | +41.8% | -63.6% | -29.8% |
| All | +120.4% | +71.1% | +49.3% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling