+1,136.1%
APH vs NTRA
+1,633.2%
-497.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | -5.0% | -19.7% | +14.7% | -2.1% |
| 30D | -8.4% | -22.1% | +13.8% | -5.2% |
| 3M | -4.5% | -2.0% | -2.5% | -4.5% |
| 6M | +25.3% | +60.6% | -35.3% | +16.1% |
| YTD | +18.9% | +36.2% | -17.3% | +12.5% |
| 1Y | +11.9% | +51.0% | -39.1% | +4.4% |
| 3Y | +278.0% | +567.5% | -289.5% | +190.6% |
| 5Y | +306.4% | +191.6% | +114.9% | +226.1% |
| 10Y | +955.2% | +2,914.3% | -1,959.1% | +547.7% |
| All | +1,136.1% | +1,633.2% | -497.1% | +657.8% |
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