+5.9%
ABT vs NTRA
+507.7%
-501.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.4% |
| 7D | -5.9% | +0.2% | -6.1% | -5.9% |
| 30D | -8.1% | +4.1% | -12.2% | -8.4% |
| 3M | +14.5% | +50.0% | -35.5% | +10.4% |
| 6M | -6.3% | +67.3% | -73.6% | -10.7% |
| YTD | -17.1% | +43.6% | -60.7% | -20.2% |
| 1Y | -21.4% | +89.2% | -110.6% | -25.8% |
| 3Y | +5.9% | +502.5% | -496.6% | -12.5% |
| All | +5.9% | +507.7% | -501.7% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling