+120.4%
AS vs NTRS
+152.4%
-32.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +3.6% |
| 7D | -4.9% | +0.4% | -5.3% | -5.1% |
| 30D | -19.6% | +1.7% | -21.3% | -20.5% |
| 3M | -14.4% | +8.9% | -23.2% | -18.9% |
| 6M | -20.1% | +30.6% | -50.7% | -32.4% |
| YTD | -20.9% | +38.7% | -59.6% | -35.7% |
| 1Y | -21.9% | +48.1% | -70.0% | -39.0% |
| All | +120.4% | +152.4% | -32.0% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling