+101.1%
AKAM vs NTRA
+3,199.2%
-3,098.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | -13.0% | +4.1% | -17.1% | -13.3% |
| 3M | -19.4% | +50.0% | -69.4% | -21.9% |
| 6M | +0.3% | +67.3% | -67.0% | -4.1% |
| YTD | +22.4% | +43.6% | -21.2% | +18.3% |
| 1Y | +34.8% | +89.2% | -54.4% | +27.4% |
| 3Y | +1.9% | +502.5% | -500.6% | -12.3% |
| 5Y | -4.6% | +173.8% | -178.4% | -16.3% |
| All | +101.1% | +3,199.2% | -3,098.0% | +47.0% |
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