+61.6%
AG vs NTRA
+3,199.2%
-3,137.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.1% |
| 7D | -6.7% | +0.2% | -7.0% | -6.7% |
| 30D | +2.2% | +4.1% | -1.9% | +1.7% |
| 3M | +15.7% | +50.0% | -34.3% | +8.7% |
| 6M | -23.8% | +67.3% | -91.1% | -29.6% |
| YTD | +17.6% | +43.6% | -25.9% | +10.8% |
| 1Y | +88.6% | +89.2% | -0.6% | +70.9% |
| 3Y | +253.4% | +502.5% | -249.1% | +170.5% |
| 5Y | +62.4% | +173.8% | -111.3% | +25.9% |
| All | +61.6% | +3,199.2% | -3,137.6% | +10.9% |
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