+90.1%
NTR vs ALC
+24.0%
+66.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.8% |
| 7D | +8.1% | -2.1% | +10.2% | +8.9% |
| 30D | +18.8% | -0.1% | +18.9% | +18.7% |
| 3M | +16.2% | +5.9% | +10.3% | +13.6% |
| 6M | +9.8% | -15.9% | +25.7% | +15.5% |
| YTD | +30.9% | -10.1% | +41.0% | +34.1% |
| 1Y | +41.8% | -10.2% | +52.0% | +44.8% |
| 3Y | +35.8% | -13.6% | +49.3% | +36.8% |
| 5Y | +51.0% | -15.1% | +66.2% | +49.7% |
| All | +90.1% | +24.0% | +66.1% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling