+20.2%
NTR vs ALC
-9.1%
+29.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.7% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | +2.0% | +16.0% | -14.1% | -1.4% |
| 3M | +6.4% | +0.8% | +5.6% | +6.1% |
| 6M | +1.6% | +16.8% | -15.2% | -2.3% |
| YTD | +18.2% | -5.5% | +23.7% | +18.8% |
| 1Y | +23.9% | -5.3% | +29.2% | +24.4% |
| 3Y | +44.7% | +4.1% | +40.6% | +37.9% |
| All | +20.2% | -9.1% | +29.3% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling