+164.1%
ABT vs NTRA
+1,735.1%
-1,571.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -4.7% | +1.6% | -6.3% | -4.9% |
| 30D | -3.1% | +3.8% | -6.9% | -3.5% |
| 3M | +16.1% | +48.2% | -32.1% | +11.0% |
| 6M | -5.3% | +61.0% | -66.3% | -10.6% |
| YTD | -14.4% | +44.2% | -58.6% | -18.4% |
| 1Y | -18.4% | +87.3% | -105.7% | -24.4% |
| 3Y | +11.2% | +509.4% | -498.2% | -11.0% |
| 5Y | -9.4% | +175.1% | -184.5% | -24.8% |
| 10Y | +209.7% | +3,203.1% | -2,993.4% | +90.7% |
| All | +164.1% | +1,735.1% | -1,571.0% | +68.6% |
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