-19.7%
AFRM vs NTRA
+87.2%
-106.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -6.2% |
| 7D | -8.0% | +1.6% | -9.6% | -8.6% |
| 30D | -9.8% | +3.8% | -13.5% | -11.2% |
| 3M | +4.7% | +48.2% | -43.6% | -13.7% |
| 6M | +34.1% | +61.0% | -26.8% | +4.6% |
| YTD | -8.4% | +44.2% | -52.6% | -26.0% |
| All | -19.7% | +87.2% | -106.9% | -45.7% |
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