+46.5%
NTR vs ALM
+839.2%
-792.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.1% |
| 7D | -1.3% | -11.8% | +10.6% | -0.8% |
| 30D | +16.8% | +7.8% | +9.0% | +16.3% |
| 3M | +20.7% | -9.3% | +30.0% | +20.9% |
| 6M | +0.5% | -30.5% | +31.0% | +1.4% |
| YTD | +29.2% | +75.8% | -46.6% | +24.0% |
| 1Y | +39.6% | +241.2% | -201.6% | +28.7% |
| 3Y | +37.9% | +1,872.6% | -1,834.7% | +10.1% |
| All | +46.5% | +839.2% | -792.7% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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