+1,177.9%
APH vs NTRA
+1,723.2%
-545.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +5.0% | +0.6% | +4.4% | +4.9% |
| 30D | -3.9% | +19.5% | -23.4% | -6.7% |
| 3M | +13.0% | +47.8% | -34.8% | +6.4% |
| 6M | +25.2% | +61.6% | -36.5% | +15.9% |
| YTD | +22.9% | +43.3% | -20.3% | +15.9% |
| 1Y | +47.8% | +97.0% | -49.2% | +33.4% |
| 3Y | +283.0% | +424.9% | -141.9% | +202.6% |
| 5Y | +349.7% | +165.2% | +184.5% | +264.8% |
| 10Y | +1,061.2% | +3,114.3% | -2,053.1% | +608.5% |
| All | +1,177.9% | +1,723.2% | -545.4% | +680.2% |
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