+527.5%
APP vs NTRA
+213.2%
+314.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.4% |
| 7D | +4.6% | +2.7% | +1.9% | +3.4% |
| 30D | +56.0% | -19.2% | +75.2% | +67.2% |
| 3M | +30.8% | +2.7% | +28.2% | +25.4% |
| 6M | -9.8% | +63.4% | -73.2% | -31.3% |
| YTD | -39.3% | +39.3% | -78.6% | -50.5% |
| 1Y | -26.4% | +59.0% | -85.5% | -43.5% |
| 3Y | +887.9% | +557.4% | +330.6% | +306.6% |
| 5Y | +264.1% | +177.4% | +86.7% | +98.4% |
| All | +527.5% | +213.2% | +314.3% | +217.4% |
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