-55.3%
AFRM vs NTRA
+195.9%
-251.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +1.2% |
| 7D | -10.3% | -18.2% | +8.0% | +1.7% |
| 30D | -13.7% | -19.6% | +5.9% | -1.7% |
| 3M | -11.6% | +2.3% | -13.8% | -15.1% |
| 6M | +2.1% | +60.6% | -58.5% | -31.0% |
| YTD | -8.9% | +39.6% | -48.5% | -33.7% |
| 1Y | -9.7% | +54.7% | -64.4% | -39.3% |
| 3Y | +202.5% | +584.3% | -381.8% | -39.8% |
| 5Y | -55.3% | +182.5% | -237.8% | -82.3% |
| All | -55.3% | +195.9% | -251.3% | -82.3% |
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