+640.8%
APP vs NTRA
+484.0%
+156.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.4% |
| 30D | -10.0% | +0.6% | -10.7% | -10.4% |
| 3M | -44.6% | +51.8% | -96.5% | -55.4% |
| 6M | -37.9% | +63.6% | -101.5% | -52.4% |
| YTD | -53.7% | +41.5% | -95.2% | -61.7% |
| 1Y | -43.0% | +93.6% | -136.6% | -59.8% |
| 3Y | +640.8% | +498.0% | +142.7% | +269.0% |
| All | +640.8% | +484.0% | +156.7% | +269.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling