+90.7%
NTR vs ABCL
-82.1%
+172.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.6% |
| 7D | -1.3% | -4.7% | +3.4% | -1.0% |
| 30D | +16.8% | +5.2% | +11.6% | +16.1% |
| 3M | +20.7% | +106.6% | -85.9% | +13.5% |
| 6M | +0.5% | +198.4% | -197.8% | -8.7% |
| YTD | +29.2% | +218.4% | -189.2% | +15.9% |
| 1Y | +39.6% | +136.2% | -96.6% | +27.5% |
| 3Y | +37.9% | +103.2% | -65.3% | +22.8% |
| 5Y | +47.1% | -42.7% | +89.7% | +37.4% |
| All | +90.7% | -82.1% | +172.9% | +87.3% |
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