+74.5%
NTR vs ABCL
-81.2%
+155.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -0.3% | -3.3% | +2.9% | -0.1% |
| 30D | +2.0% | -7.1% | +9.1% | +2.2% |
| 3M | +6.4% | +4.7% | +1.7% | +5.4% |
| 6M | +1.6% | +140.9% | -139.3% | -6.2% |
| YTD | +18.2% | +236.0% | -217.7% | +5.2% |
| 1Y | +23.9% | +217.4% | -193.5% | +10.7% |
| 3Y | +44.7% | +188.7% | -144.0% | +25.4% |
| 5Y | +21.3% | -23.5% | +44.8% | +11.9% |
| All | +74.5% | -81.2% | +155.7% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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