-32.4%
AFRM vs NTRA
+187.5%
-219.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.3% |
| 7D | -4.4% | +2.7% | -7.1% | -6.1% |
| 30D | -7.7% | -19.2% | +11.5% | +4.3% |
| 3M | -16.9% | +2.7% | -19.5% | -20.1% |
| 6M | +2.5% | +63.4% | -60.9% | -30.0% |
| YTD | -12.5% | +39.3% | -51.8% | -35.1% |
| 1Y | -11.0% | +59.0% | -70.0% | -40.1% |
| 3Y | +184.6% | +557.4% | -372.8% | -34.5% |
| 5Y | -56.3% | +177.4% | -233.7% | -85.2% |
| All | -32.4% | +187.5% | -219.9% | -77.8% |
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 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