+16.0%
AA vs NTRA
+99.0%
-83.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.1% | +2.6% |
| 7D | +0.9% | -7.9% | +8.8% | +2.5% |
| 30D | -6.4% | -8.1% | +1.7% | -5.0% |
| 3M | -13.0% | +42.1% | -55.0% | -20.3% |
| 6M | -34.6% | +84.8% | -119.5% | -44.6% |
| YTD | -23.0% | +70.7% | -93.7% | -32.1% |
| 1Y | +16.0% | +99.0% | -83.1% | -7.7% |
| All | +16.0% | +99.0% | -83.1% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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