+42.5%
NTRS vs ADVB
-76.7%
+119.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.7% | +3.1% |
| 7D | +3.6% | -29.5% | +33.1% | +3.2% |
| 30D | +4.3% | -66.9% | +71.2% | +3.1% |
| 3M | -1.9% | -73.7% | +71.8% | -3.2% |
| 6M | +11.4% | -64.8% | +76.2% | +11.1% |
| YTD | +32.3% | -64.0% | +96.3% | +32.6% |
| 1Y | +42.5% | -77.0% | +119.5% | +46.9% |
| All | +42.5% | -76.7% | +119.2% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling