-31.9%
ADSK vs NTRA
+96.0%
-127.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.2% | -8.4% | -8.3% |
| 7D | -16.4% | +0.6% | -17.0% | -16.5% |
| 30D | -9.2% | +19.5% | -28.7% | -11.4% |
| 3M | -6.7% | +47.8% | -54.5% | -12.1% |
| 6M | -15.5% | +61.6% | -77.1% | -22.1% |
| YTD | -26.4% | +43.3% | -69.6% | -30.6% |
| 1Y | -31.9% | +97.0% | -128.9% | -38.0% |
| All | -31.9% | +96.0% | -127.9% | -38.0% |
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