+92.6%
NTR vs ALM
+1,750.4%
-1,657.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.5% |
| 7D | +8.1% | -2.6% | +10.7% | +8.2% |
| 30D | +18.8% | +32.0% | -13.3% | +17.2% |
| 3M | +16.2% | -15.0% | +31.3% | +16.5% |
| 6M | +9.8% | -10.1% | +19.9% | +9.2% |
| YTD | +30.9% | +99.4% | -68.6% | +25.2% |
| 1Y | +41.8% | +316.4% | -274.6% | +30.3% |
| 3Y | +35.8% | +2,022.0% | -1,986.2% | +11.7% |
| 5Y | +51.0% | +941.2% | -890.1% | +27.2% |
| All | +92.6% | +1,750.4% | -1,657.8% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling