+76.8%
NTR vs ABCL
-79.6%
+156.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +4.1% | +2.3% | +1.8% | +3.9% |
| 30D | +7.0% | -0.7% | +7.6% | +6.7% |
| 3M | +9.7% | +33.4% | -23.7% | +6.8% |
| 6M | +7.4% | +137.8% | -130.4% | -0.7% |
| YTD | +19.8% | +264.3% | -244.6% | +6.1% |
| 1Y | +25.4% | +209.2% | -183.8% | +12.5% |
| 3Y | +48.6% | +208.4% | -159.8% | +28.3% |
| 5Y | +24.0% | -11.9% | +35.9% | +13.6% |
| All | +76.8% | -79.6% | +156.4% | +71.4% |
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