+37.6%
NTR vs ALC
+4.2%
+33.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.8% | -2.9% | +3.2% |
| 7D | +4.3% | +10.7% | -6.4% | +3.3% |
| 30D | +2.6% | +20.2% | -17.6% | +0.9% |
| 3M | +8.5% | +8.9% | -0.4% | +7.8% |
| 6M | -3.3% | +5.7% | -9.1% | -3.5% |
| YTD | +19.6% | -1.4% | +21.0% | +18.3% |
| 1Y | +37.6% | +4.7% | +32.9% | +34.0% |
| All | +37.6% | +4.2% | +33.4% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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