+340.7%
AG vs NTRA
+1,711.9%
-1,371.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.7% |
| 7D | -5.8% | -0.5% | -5.3% | -5.7% |
| 30D | +6.4% | +4.3% | +2.1% | +5.8% |
| 3M | +28.4% | +50.6% | -22.3% | +21.0% |
| 6M | -24.5% | +63.9% | -88.4% | -29.7% |
| YTD | +21.2% | +42.4% | -21.2% | +14.7% |
| 1Y | +114.1% | +92.1% | +22.0% | +94.8% |
| 3Y | +268.0% | +501.7% | -233.7% | +186.2% |
| 5Y | +67.3% | +171.4% | -104.1% | +32.4% |
| 10Y | +66.1% | +3,161.4% | -3,095.3% | +11.3% |
| All | +340.7% | +1,711.9% | -1,371.2% | +222.4% |
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