+146.1%
AMT vs NTRA
+1,700.8%
-1,554.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | 0.0% |
| 7D | -0.2% | +1.1% | -1.2% | -0.2% |
| 30D | +1.8% | +0.6% | +1.2% | +1.8% |
| 3M | -6.2% | +51.8% | -58.0% | -9.2% |
| 6M | -5.0% | +63.6% | -68.6% | -8.7% |
| YTD | +2.1% | +41.5% | -39.4% | -1.1% |
| 1Y | -5.7% | +93.6% | -99.4% | -10.8% |
| 3Y | +7.9% | +498.0% | -490.1% | -7.9% |
| 5Y | -32.3% | +172.5% | -204.8% | -41.1% |
| 10Y | +95.0% | +2,960.8% | -2,865.8% | +46.6% |
| All | +146.1% | +1,700.8% | -1,554.7% | +87.7% |
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