+165.0%
AMAT vs NTRA
+574.5%
-409.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.1% | +8.2% | +10.4% |
| 7D | -1.1% | -15.4% | +14.4% | +4.0% |
| 30D | -26.9% | -20.0% | -6.9% | -21.6% |
| 3M | -31.2% | -0.5% | -30.7% | -31.2% |
| 6M | -14.7% | +64.9% | -79.7% | -28.2% |
| YTD | +44.7% | +39.9% | +4.8% | +26.7% |
| 1Y | +62.0% | +60.5% | +1.4% | +34.3% |
| 3Y | +165.0% | +605.9% | -440.9% | +25.8% |
| All | +165.0% | +574.5% | -409.5% | +25.8% |
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 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