+214.0%
AMAT vs NTRA
+482.3%
-268.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | -14.8% | +19.5% | -34.3% | -19.5% |
| 3M | -9.3% | +47.8% | -57.0% | -19.3% |
| 6M | +27.4% | +61.6% | -34.2% | +8.5% |
| YTD | +77.6% | +43.3% | +34.3% | +56.8% |
| 1Y | +188.9% | +97.0% | +91.9% | +129.2% |
| All | +214.0% | +482.3% | -268.3% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling