+197.1%
ABT vs NTRA
+3,199.2%
-3,002.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.5% |
| 7D | -5.9% | +0.2% | -6.1% | -5.9% |
| 30D | -8.1% | +4.1% | -12.2% | -8.5% |
| 3M | +14.5% | +50.0% | -35.5% | +9.1% |
| 6M | -6.3% | +67.3% | -73.6% | -12.1% |
| YTD | -17.1% | +43.6% | -60.7% | -21.1% |
| 1Y | -21.4% | +89.2% | -110.6% | -27.4% |
| 3Y | +5.9% | +502.5% | -496.6% | -15.9% |
| 5Y | -12.8% | +173.8% | -186.5% | -28.0% |
| All | +197.1% | +3,199.2% | -3,002.1% | +80.1% |
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 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