+160.9%
NTRS vs ABCL
+103.9%
+57.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.2% |
| 7D | +0.9% | -2.7% | +3.6% | +1.1% |
| 30D | -1.2% | +18.3% | -19.5% | -3.2% |
| 3M | +8.8% | +108.5% | -99.7% | -0.6% |
| 6M | +34.7% | +213.9% | -179.2% | +16.6% |
| YTD | +37.2% | +223.1% | -185.9% | +17.8% |
| 1Y | +46.3% | +160.6% | -114.3% | +27.2% |
| All | +160.9% | +103.9% | +57.0% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 3y: compounded portfolio wealth divided by compounded ABCL 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…
3y analysis · Full analysis span regression · 6 months rolling