+106.2%
AMT vs NTRA
+3,199.2%
-3,093.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.8% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | +4.4% | +4.1% | +0.2% | +4.0% |
| 3M | -5.2% | +50.0% | -55.2% | -8.3% |
| 6M | -0.8% | +67.3% | -68.1% | -5.1% |
| YTD | +3.3% | +43.6% | -40.3% | -0.3% |
| 1Y | -6.0% | +89.2% | -95.3% | -11.3% |
| 3Y | +9.6% | +502.5% | -493.0% | -7.9% |
| 5Y | -29.2% | +173.8% | -203.0% | -39.1% |
| All | +106.2% | +3,199.2% | -3,093.0% | +50.3% |
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