+92.6%
NTR vs ALK
-40.5%
+133.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | +8.1% | -0.7% | +8.8% | +8.2% |
| 30D | +18.8% | -19.2% | +38.0% | +23.7% |
| 3M | +16.2% | -1.5% | +17.7% | +15.1% |
| 6M | +9.8% | -13.1% | +22.8% | +10.0% |
| YTD | +30.9% | -16.4% | +47.3% | +31.7% |
| 1Y | +41.8% | -33.1% | +74.8% | +49.8% |
| 3Y | +35.8% | +0.6% | +35.2% | +21.2% |
| 5Y | +51.0% | -26.4% | +77.4% | +43.0% |
| All | +92.6% | -40.5% | +133.1% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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