+171.1%
ADM vs NTRA
+3,199.2%
-3,028.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +9.5% | +4.1% | +5.4% | +9.2% |
| 3M | +10.6% | +50.0% | -39.4% | +7.4% |
| 6M | +24.0% | +67.3% | -43.3% | +19.2% |
| YTD | +54.0% | +43.6% | +10.4% | +49.3% |
| 1Y | +45.3% | +89.2% | -43.9% | +38.1% |
| 3Y | +21.8% | +502.5% | -480.8% | +4.7% |
| 5Y | +66.8% | +173.8% | -107.0% | +47.4% |
| All | +171.1% | +3,199.2% | -3,028.1% | +104.6% |
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 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