+92.9%
NTRS vs ABCL
-47.0%
+139.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.3% | +6.7% | +1.9% |
| 7D | +0.3% | -9.6% | +9.9% | +1.4% |
| 30D | +0.2% | +7.2% | -7.0% | -1.0% |
| 3M | +13.2% | +105.5% | -92.3% | +2.5% |
| 6M | +36.9% | +193.0% | -156.1% | +17.7% |
| YTD | +39.1% | +205.8% | -166.7% | +18.2% |
| 1Y | +50.4% | +144.4% | -93.9% | +29.8% |
| 3Y | +166.8% | +93.3% | +73.4% | +125.6% |
| 5Y | +92.9% | -44.9% | +137.8% | +69.8% |
| All | +92.9% | -47.0% | +139.8% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling