+2,558.0%
AMAT vs NTRA
+1,723.2%
+834.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | -14.8% | +19.5% | -34.3% | -18.4% |
| 3M | -9.3% | +47.8% | -57.0% | -17.0% |
| 6M | +27.4% | +61.6% | -34.2% | +13.1% |
| YTD | +77.6% | +43.3% | +34.3% | +61.5% |
| 1Y | +188.9% | +97.0% | +91.9% | +144.8% |
| 3Y | +202.3% | +424.9% | -222.6% | +104.5% |
| 5Y | +248.9% | +165.2% | +83.7% | +149.6% |
| 10Y | +1,585.2% | +3,114.3% | -1,529.1% | +688.3% |
| All | +2,558.0% | +1,723.2% | +834.8% | +1,113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling