+40.6%
ADM vs NTRA
+96.0%
-55.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +3.8% | +0.6% | +3.2% | +3.8% |
| 30D | +9.8% | +19.5% | -9.7% | +11.1% |
| 3M | +2.1% | +47.8% | -45.6% | +4.7% |
| 6M | +27.5% | +61.6% | -34.1% | +31.4% |
| YTD | +50.2% | +43.3% | +7.0% | +53.9% |
| 1Y | +40.6% | +97.0% | -56.4% | +38.4% |
| All | +40.6% | +96.0% | -55.4% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling