+391.7%
APP vs NTRA
+222.1%
+169.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | -23.3% | +19.5% | -42.8% | -29.7% |
| 3M | -42.6% | +47.8% | -90.4% | -52.7% |
| 6M | -33.6% | +61.6% | -95.2% | -48.1% |
| YTD | -52.4% | +43.3% | -95.7% | -60.5% |
| 1Y | -35.9% | +97.0% | -132.9% | -54.2% |
| 3Y | +642.2% | +424.9% | +217.3% | +241.5% |
| 5Y | +311.1% | +165.2% | +145.9% | +131.8% |
| All | +391.7% | +222.1% | +169.6% | +153.1% |
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