+2.1%
AS vs NTRS
+43.5%
-41.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +3.7% |
| 7D | +13.8% | +3.6% | +10.2% | +12.0% |
| 30D | +16.7% | +4.3% | +12.4% | +14.5% |
| 3M | -11.5% | -1.9% | -9.6% | -11.0% |
| 6M | -5.5% | +11.4% | -17.0% | -11.5% |
| YTD | -14.2% | +32.3% | -46.5% | -28.5% |
| 1Y | +2.1% | +42.5% | -40.5% | -19.9% |
| All | +2.1% | +43.5% | -41.4% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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