+93.2%
NTR vs ABCL
-81.3%
+174.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +8.1% | +0.7% | +7.4% | +8.1% |
| 30D | +18.8% | +93.1% | -74.3% | +12.7% |
| 3M | +16.2% | +79.4% | -63.2% | +10.4% |
| 6M | +9.8% | +214.9% | -205.1% | -0.7% |
| YTD | +30.9% | +234.2% | -203.3% | +17.0% |
| 1Y | +41.8% | +174.8% | -133.0% | +27.8% |
| 3Y | +35.8% | +104.5% | -68.7% | +20.9% |
| 5Y | +51.0% | -39.0% | +90.1% | +40.6% |
| All | +93.2% | -81.3% | +174.5% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling