+242.6%
AON vs NTRA
+1,711.9%
-1,469.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -5.9% | -0.5% | -5.4% | -5.9% |
| 30D | -13.7% | +4.3% | -18.0% | -13.9% |
| 3M | -8.3% | +50.6% | -58.9% | -11.3% |
| 6M | -3.6% | +63.9% | -67.6% | -7.7% |
| YTD | -12.4% | +42.4% | -54.7% | -15.3% |
| 1Y | -14.6% | +92.1% | -106.7% | -19.6% |
| 3Y | -5.7% | +501.7% | -507.4% | -20.2% |
| 5Y | +9.1% | +171.4% | -162.3% | -4.9% |
| 10Y | +208.7% | +3,161.4% | -2,952.7% | +114.5% |
| All | +242.6% | +1,711.9% | -1,469.3% | +144.1% |
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 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