+365.7%
ALAB vs NTRA
+255.5%
+110.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.7% | -6.4% |
| 7D | +3.2% | +1.1% | +2.1% | +2.8% |
| 30D | -13.6% | +0.6% | -14.2% | -13.9% |
| 3M | -16.6% | +51.8% | -68.4% | -31.8% |
| 6M | +142.3% | +63.6% | +78.7% | +86.2% |
| YTD | +73.6% | +41.5% | +32.1% | +42.9% |
| 1Y | +33.7% | +93.6% | -60.0% | -6.9% |
| All | +365.7% | +255.5% | +110.2% | +155.3% |
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