-64.8%
AAL vs NTRA
+3,199.2%
-3,264.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.1% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -12.9% | +4.1% | -17.0% | -13.4% |
| 3M | -11.2% | +50.0% | -61.2% | -16.9% |
| 6M | +17.8% | +67.3% | -49.5% | +8.1% |
| YTD | -15.1% | +43.6% | -58.7% | -20.5% |
| 1Y | +0.5% | +89.2% | -88.8% | -9.7% |
| 3Y | -7.7% | +502.5% | -510.2% | -30.0% |
| 5Y | -31.3% | +173.8% | -205.1% | -46.5% |
| All | -64.8% | +3,199.2% | -3,264.0% | -79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling