-18.3%
AON vs NTRA
+92.9%
-111.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -1.6% |
| 7D | -6.3% | +0.2% | -6.5% | -6.3% |
| 30D | -14.1% | +4.1% | -18.2% | -14.0% |
| 3M | -9.5% | +50.0% | -59.5% | -8.4% |
| 6M | -4.0% | +67.3% | -71.3% | -2.6% |
| YTD | -13.8% | +43.6% | -57.4% | -13.6% |
| 1Y | -18.3% | +89.2% | -107.5% | -15.1% |
| All | -18.3% | +92.9% | -111.2% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling