+220.8%
AFRM vs NTRA
+484.0%
-263.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.3% |
| 7D | +3.1% | +1.1% | +2.0% | +2.5% |
| 30D | -4.2% | +0.6% | -4.8% | -4.7% |
| 3M | +10.1% | +51.8% | -41.7% | -14.1% |
| 6M | +39.4% | +63.6% | -24.2% | +3.2% |
| YTD | -3.2% | +41.5% | -44.6% | -22.9% |
| 1Y | -16.1% | +93.6% | -109.7% | -44.5% |
| 3Y | +220.8% | +498.0% | -277.3% | -16.6% |
| All | +220.8% | +484.0% | -263.3% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling