+142.1%
ADM vs NTRA
+1,700.8%
-1,558.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -0.1% | +1.1% | -1.1% | -0.1% |
| 30D | +11.0% | +0.6% | +10.4% | +10.9% |
| 3M | +6.0% | +51.8% | -45.8% | +2.9% |
| 6M | +26.9% | +63.6% | -36.7% | +22.2% |
| YTD | +50.0% | +41.5% | +8.5% | +45.7% |
| 1Y | +39.6% | +93.6% | -54.0% | +32.5% |
| 3Y | +18.5% | +498.0% | -479.5% | +2.4% |
| 5Y | +62.6% | +172.5% | -109.9% | +43.9% |
| 10Y | +162.4% | +2,960.8% | -2,798.4% | +90.1% |
| All | +142.1% | +1,700.8% | -1,558.6% | +74.8% |
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