+9.6%
AMT vs NTRA
+507.7%
-498.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.3% |
| 3M | -5.2% | +50.0% | -55.2% | -5.7% |
| 6M | -0.8% | +67.3% | -68.1% | -1.6% |
| YTD | +3.3% | +43.6% | -40.3% | +2.4% |
| 1Y | -6.0% | +89.2% | -95.3% | -7.0% |
| 3Y | +9.6% | +502.5% | -493.0% | -8.1% |
| All | +9.6% | +507.7% | -498.1% | -8.1% |
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 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