+170.8%
ALB vs NTRA
+1,723.2%
-1,552.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -8.1% | +0.6% | -8.7% | -8.2% |
| 30D | +6.3% | +19.5% | -13.2% | +2.6% |
| 3M | -23.6% | +47.8% | -71.3% | -29.2% |
| 6M | -24.6% | +61.6% | -86.3% | -31.8% |
| YTD | -10.3% | +43.3% | -53.5% | -17.1% |
| 1Y | +61.5% | +97.0% | -35.6% | +40.5% |
| 3Y | -34.0% | +424.9% | -458.9% | -51.8% |
| 5Y | -44.6% | +165.2% | -209.8% | -58.4% |
| 10Y | +76.1% | +3,114.3% | -3,038.2% | +1.5% |
| All | +170.8% | +1,723.2% | -1,552.4% | +56.8% |
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