+22.0%
ADM vs NTRA
+502.5%
-480.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | +8.7% | +4.3% | +4.4% | +8.6% |
| 3M | +7.6% | +50.6% | -43.0% | +6.8% |
| 6M | +26.9% | +63.9% | -37.1% | +25.4% |
| YTD | +54.3% | +42.4% | +11.9% | +53.3% |
| 1Y | +45.7% | +92.1% | -46.4% | +42.3% |
| All | +22.0% | +502.5% | -480.5% | +5.4% |
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 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