+39.4%
NTR vs ADVB
+2.9%
+36.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.6% | -2.5% |
| 7D | -2.5% | -5.9% | +3.4% | -2.4% |
| 30D | +17.0% | +13.9% | +3.1% | +16.9% |
| 3M | +22.2% | +127.3% | -105.2% | +22.3% |
| 6M | +5.2% | +77.0% | -71.8% | +4.6% |
| YTD | +29.7% | +51.5% | -21.9% | +28.4% |
| 1Y | +39.4% | -11.3% | +50.7% | +37.4% |
| All | +39.4% | +2.9% | +36.5% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling