+146.7%
NTRS vs ALC
+20.4%
+126.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +0.9% | -5.3% | +6.1% | +3.3% |
| 30D | -1.2% | -7.1% | +5.8% | +1.9% |
| 3M | +8.8% | +0.8% | +8.0% | +7.8% |
| 6M | +34.7% | -16.0% | +50.7% | +43.8% |
| YTD | +37.2% | -12.7% | +50.0% | +43.6% |
| 1Y | +46.3% | -12.8% | +59.2% | +52.6% |
| 3Y | +163.2% | -15.8% | +179.1% | +171.2% |
| 5Y | +86.9% | -16.7% | +103.6% | +88.1% |
| All | +146.7% | +20.4% | +126.4% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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