+167.2%
NTRS vs ALM
+1,801.8%
-1,634.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.4% |
| 7D | +1.4% | -11.8% | +13.2% | +1.9% |
| 30D | -0.7% | +7.8% | -8.4% | -1.3% |
| 3M | +11.3% | -9.3% | +20.6% | +11.2% |
| 6M | +35.5% | -30.5% | +66.0% | +36.4% |
| YTD | +40.6% | +75.8% | -35.2% | +34.6% |
| 1Y | +49.2% | +241.2% | -192.0% | +38.0% |
| 3Y | +167.2% | +1,872.6% | -1,705.4% | +126.6% |
| All | +167.2% | +1,801.8% | -1,634.6% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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