+345.6%
NTRS vs ALM
+8,043.4%
-7,697.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | -0.1% |
| 7D | +0.9% | +3.6% | -2.8% | +0.8% |
| 30D | -1.2% | +33.8% | -35.0% | -1.3% |
| 3M | +8.8% | +14.8% | -6.0% | +8.7% |
| 6M | +34.7% | -7.0% | +41.6% | +34.6% |
| YTD | +37.2% | +108.1% | -70.8% | +36.9% |
| 1Y | +46.3% | +313.8% | -267.4% | +45.8% |
| 3Y | +163.2% | +2,227.6% | -2,064.4% | +161.4% |
| 5Y | +86.9% | +956.6% | -869.7% | +85.7% |
| 10Y | +250.9% | +3,082.3% | -2,831.4% | +248.4% |
| All | +345.6% | +8,043.4% | -7,697.8% | +342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling