-24.9%
AFRM vs NTRA
+195.7%
-220.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -7.0% | +0.6% | -7.5% | -7.2% |
| 30D | -7.8% | +19.5% | -27.3% | -20.1% |
| 3M | +5.3% | +47.8% | -42.4% | -21.1% |
| 6M | +42.6% | +61.6% | -19.0% | -1.2% |
| YTD | -2.8% | +43.3% | -46.0% | -27.6% |
| 1Y | -19.3% | +97.0% | -116.3% | -52.0% |
| 3Y | +231.0% | +424.9% | -194.0% | -9.4% |
| 5Y | -22.2% | +165.2% | -187.4% | -72.8% |
| All | -24.9% | +195.7% | -220.6% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling