+678.6%
AU vs NTRS
+93.2%
+585.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -4.3% | +1.4% | -5.6% | -4.5% |
| 30D | +7.3% | -0.7% | +8.0% | +7.4% |
| 3M | +26.3% | +11.3% | +15.0% | +24.2% |
| 6M | +1.8% | +35.5% | -33.8% | -2.7% |
| YTD | +26.8% | +40.6% | -13.8% | +20.7% |
| 1Y | +66.7% | +49.2% | +17.5% | +57.5% |
| 3Y | +579.1% | +167.2% | +411.8% | +485.0% |
| All | +678.6% | +93.2% | +585.4% | +548.8% |
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