+1,425.2%
AMAT vs NTRA
+2,972.2%
-1,547.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.5% | +3.5% | +5.4% |
| 7D | +7.0% | -18.2% | +25.2% | +12.0% |
| 30D | -20.6% | -19.6% | -1.0% | -16.4% |
| 3M | -24.8% | +2.3% | -27.0% | -25.4% |
| 6M | -10.7% | +60.6% | -71.3% | -21.3% |
| YTD | +54.3% | +39.6% | +14.7% | +39.2% |
| 1Y | +73.7% | +54.7% | +19.0% | +52.7% |
| 3Y | +168.4% | +584.3% | -415.8% | +63.5% |
| 5Y | +167.6% | +182.5% | -14.9% | +82.0% |
| 10Y | +1,425.2% | +2,768.3% | -1,343.2% | +530.1% |
| All | +1,425.2% | +2,972.2% | -1,547.1% | +530.1% |
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