+44.6%
AU vs NTRS
+43.5%
+1.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.1% | +4.8% | +6.3% |
| 7D | +0.8% | +3.6% | -2.8% | -1.0% |
| 30D | -7.0% | +4.3% | -11.3% | -8.9% |
| 3M | +8.5% | -1.9% | +10.5% | +8.9% |
| 6M | -1.3% | +11.4% | -12.7% | -7.0% |
| YTD | +6.8% | +32.3% | -25.5% | -14.4% |
| 1Y | +44.6% | +42.5% | +2.1% | +3.7% |
| All | +44.6% | +43.5% | +1.1% | +3.7% |
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