+74.5%
NTR vs ABCL
-81.0%
+155.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.4% |
| 7D | -1.4% | +4.4% | -5.8% | -1.7% |
| 30D | +2.2% | -7.9% | +10.1% | +2.5% |
| 3M | +6.8% | +12.2% | -5.4% | +5.3% |
| 6M | +0.6% | +134.7% | -134.1% | -7.0% |
| YTD | +18.2% | +239.8% | -221.6% | +5.1% |
| 1Y | +21.3% | +192.7% | -171.4% | +9.1% |
| 3Y | +46.6% | +187.6% | -141.0% | +27.2% |
| 5Y | +21.3% | -22.6% | +43.9% | +11.8% |
| All | +74.5% | -81.0% | +155.4% | +69.9% |
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