+672.3%
AU vs NTRS
+259.9%
+412.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.5% |
| 7D | -4.3% | +1.4% | -5.6% | -4.3% |
| 30D | +7.3% | -0.7% | +8.0% | +7.3% |
| 3M | +26.3% | +11.3% | +15.0% | +26.3% |
| 6M | +1.8% | +35.5% | -33.8% | +1.9% |
| YTD | +26.8% | +40.6% | -13.8% | +27.1% |
| 1Y | +66.7% | +49.2% | +17.5% | +67.2% |
| 3Y | +579.1% | +167.2% | +411.8% | +592.0% |
| 5Y | +689.3% | +94.9% | +594.4% | +681.3% |
| All | +672.3% | +259.9% | +412.3% | +795.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling