+1,707.5%
AMAT vs NTRA
+2,995.7%
-1,288.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.3% |
| 7D | +6.9% | +1.6% | +5.3% | +6.5% |
| 30D | -10.1% | +3.8% | -13.9% | -10.9% |
| 3M | -6.0% | +48.2% | -54.2% | -14.9% |
| 6M | +38.6% | +61.0% | -22.3% | +21.6% |
| YTD | +83.1% | +44.2% | +38.9% | +64.5% |
| 1Y | +188.3% | +87.3% | +101.1% | +142.9% |
| 3Y | +225.3% | +509.4% | -284.1% | +103.3% |
| 5Y | +262.0% | +175.1% | +86.8% | +148.4% |
| 10Y | +1,707.5% | +3,203.1% | -1,495.6% | +638.1% |
| All | +1,707.5% | +2,995.7% | -1,288.2% | +638.1% |
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