+114.1%
AS vs NTRS
+150.0%
-35.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.3% |
| 7D | -2.6% | +1.7% | -4.3% | -3.5% |
| 30D | -22.1% | +0.1% | -22.3% | -22.3% |
| 3M | -15.3% | +9.8% | -25.2% | -20.2% |
| 6M | -15.6% | +34.7% | -50.2% | -29.9% |
| YTD | -23.2% | +37.4% | -60.6% | -37.2% |
| 1Y | -21.7% | +48.2% | -69.9% | -39.0% |
| All | +114.1% | +150.0% | -35.9% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling