+520.8%
APP vs NTRA
+213.9%
+306.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.3% |
| 7D | +48.9% | -18.2% | +67.2% | +58.9% |
| 30D | +49.4% | -19.6% | +69.0% | +60.5% |
| 3M | +27.0% | +2.3% | +24.7% | +21.9% |
| 6M | -15.4% | +60.6% | -76.0% | -35.0% |
| YTD | -39.9% | +39.6% | -79.5% | -51.0% |
| 1Y | -32.0% | +54.7% | -86.7% | -47.1% |
| 3Y | +824.3% | +584.3% | +240.1% | +273.7% |
| 5Y | +252.4% | +182.5% | +69.9% | +90.5% |
| All | +520.8% | +213.9% | +306.9% | +213.8% |
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