+1,321.9%
AMAT vs NTRA
+2,761.8%
-1,439.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.5% |
| 7D | +11.4% | +2.7% | +8.6% | +10.7% |
| 30D | -17.0% | -19.2% | +2.1% | -12.8% |
| 3M | -30.6% | +2.7% | -33.3% | -31.3% |
| 6M | -14.9% | +63.4% | -78.3% | -25.3% |
| YTD | +44.7% | +39.3% | +5.4% | +30.6% |
| 1Y | +66.9% | +59.0% | +7.9% | +45.7% |
| 3Y | +153.3% | +557.4% | -404.1% | +55.7% |
| 5Y | +146.2% | +177.4% | -31.1% | +68.2% |
| All | +1,321.9% | +2,761.8% | -1,439.9% | +493.4% |
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