-64.9%
AAL vs NTRA
+1,735.1%
-1,800.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -1.3% | +1.6% | -2.9% | -1.5% |
| 30D | -13.7% | +3.8% | -17.5% | -14.2% |
| 3M | -8.2% | +48.2% | -56.4% | -13.4% |
| 6M | +13.1% | +61.0% | -47.8% | +5.1% |
| YTD | -15.6% | +44.2% | -59.8% | -20.5% |
| 1Y | +1.4% | +87.3% | -85.9% | -7.9% |
| 3Y | -7.4% | +509.4% | -516.9% | -28.2% |
| 5Y | -35.9% | +175.1% | -211.1% | -49.0% |
| 10Y | -65.1% | +3,203.1% | -3,268.2% | -78.7% |
| All | -64.9% | +1,735.1% | -1,800.0% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling