+605.3%
ADI vs NTRA
+1,735.1%
-1,129.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | +2.6% | +1.6% | +1.0% | +2.3% |
| 30D | -4.6% | +3.8% | -8.4% | -5.3% |
| 3M | -9.5% | +48.2% | -57.7% | -16.0% |
| 6M | +14.8% | +61.0% | -46.1% | +4.2% |
| YTD | +35.8% | +44.2% | -8.4% | +25.2% |
| 1Y | +48.9% | +87.3% | -38.3% | +30.7% |
| 3Y | +115.6% | +509.4% | -393.9% | +51.0% |
| 5Y | +135.1% | +175.1% | -40.0% | +75.5% |
| 10Y | +636.4% | +3,203.1% | -2,566.7% | +283.0% |
| All | +605.3% | +1,735.1% | -1,129.8% | +269.8% |
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 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