-25.9%
AFRM vs NTRA
+196.3%
-222.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.5% |
| 7D | -1.3% | +0.2% | -1.5% | -1.5% |
| 30D | -2.7% | +4.1% | -6.8% | -5.4% |
| 3M | +7.4% | +50.0% | -42.6% | -20.4% |
| 6M | +40.7% | +67.3% | -26.6% | -4.6% |
| YTD | -4.0% | +43.6% | -47.6% | -28.7% |
| 1Y | -12.2% | +89.2% | -101.5% | -46.3% |
| 3Y | +203.1% | +502.5% | -299.4% | -24.6% |
| 5Y | -42.2% | +173.8% | -216.0% | -80.1% |
| All | -25.9% | +196.3% | -222.2% | -75.6% |
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