+268.9%
AMAT vs NTRA
+164.5%
+104.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.3% |
| 7D | +7.0% | +1.1% | +5.9% | +6.7% |
| 30D | -12.2% | +0.6% | -12.8% | -12.4% |
| 3M | -3.8% | +51.8% | -55.7% | -13.9% |
| 6M | +45.9% | +63.6% | -17.7% | +26.6% |
| YTD | +84.6% | +41.5% | +43.1% | +65.9% |
| 1Y | +193.4% | +93.6% | +99.7% | +142.7% |
| 3Y | +228.1% | +498.0% | -270.0% | +104.6% |
| 5Y | +268.9% | +172.5% | +96.5% | +166.1% |
| All | +268.9% | +164.5% | +104.4% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling