-3.7%
APA vs NTRA
+3,199.2%
-3,202.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.3% |
| 7D | +4.6% | +0.2% | +4.4% | +4.5% |
| 30D | +11.9% | +4.1% | +7.8% | +11.1% |
| 3M | +22.5% | +50.0% | -27.6% | +13.9% |
| 6M | +37.5% | +67.3% | -29.8% | +24.1% |
| YTD | +87.2% | +43.6% | +43.6% | +72.5% |
| 1Y | +101.4% | +89.2% | +12.2% | +76.5% |
| 3Y | +16.9% | +502.5% | -485.6% | -18.8% |
| 5Y | +178.4% | +173.8% | +4.7% | +106.6% |
| All | -3.7% | +3,199.2% | -3,202.9% | -53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling