+144.8%
NTRS vs ABCL
-81.3%
+226.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +1.7% | +93.1% | -91.4% | -4.8% |
| 3M | +8.9% | +79.4% | -70.6% | +2.0% |
| 6M | +30.6% | +214.9% | -184.3% | +15.4% |
| YTD | +38.7% | +234.2% | -195.5% | +21.4% |
| 1Y | +48.1% | +174.8% | -126.7% | +30.9% |
| 3Y | +165.5% | +104.5% | +61.0% | +131.1% |
| 5Y | +85.6% | -39.0% | +124.6% | +65.9% |
| All | +144.8% | -81.3% | +226.1% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling