-24.5%
ADSK vs NTRA
+172.0%
-196.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -2.5% | +0.2% | -2.8% | -2.6% |
| 30D | -14.9% | +4.1% | -19.0% | -15.7% |
| 3M | +3.3% | +50.0% | -46.7% | -6.5% |
| 6M | -15.7% | +67.3% | -83.0% | -26.2% |
| YTD | -28.2% | +43.6% | -71.8% | -35.1% |
| 1Y | -34.5% | +89.2% | -123.8% | -44.7% |
| 3Y | -2.9% | +502.5% | -505.4% | -39.6% |
| All | -24.5% | +172.0% | -196.5% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling