+8.2%
NTR vs ALM
+6.2%
+1.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.3% | +1.5% |
| 7D | +3.8% | +8.4% | -4.6% | +3.8% |
| 30D | +25.2% | +34.8% | -9.6% | +25.3% |
| 3M | +21.0% | +16.2% | +4.8% | +21.7% |
| All | +8.2% | +6.2% | +1.9% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling