+171.2%
AMT vs NTRA
+1,672.7%
-1,501.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +1.5% | +2.7% | -1.2% | +1.3% |
| 30D | +6.8% | -19.2% | +26.0% | +8.2% |
| 3M | +11.2% | +2.7% | +8.5% | +10.7% |
| 6M | +12.5% | +63.4% | -50.9% | +8.1% |
| YTD | +12.5% | +39.3% | -26.8% | +8.9% |
| 1Y | +10.1% | +59.0% | -48.9% | +5.6% |
| 3Y | +16.0% | +557.4% | -541.4% | -1.7% |
| 5Y | -17.2% | +177.4% | -194.5% | -28.0% |
| 10Y | +135.2% | +2,761.8% | -2,626.5% | +76.9% |
| All | +171.2% | +1,672.7% | -1,501.5% | +106.6% |
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