+1,097.7%
AU vs NTR
+97.9%
+999.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -4.3% | -1.3% | -3.0% | -4.0% |
| 30D | +7.3% | +16.8% | -9.5% | +4.0% |
| 3M | +26.3% | +20.7% | +5.6% | +21.3% |
| 6M | +1.8% | +0.5% | +1.2% | +0.9% |
| YTD | +26.8% | +29.2% | -2.4% | +19.3% |
| 1Y | +66.7% | +39.6% | +27.1% | +54.0% |
| 3Y | +579.1% | +37.9% | +541.2% | +523.2% |
| 5Y | +689.3% | +47.1% | +642.3% | +648.7% |
| All | +1,097.7% | +97.9% | +999.8% | +979.4% |
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