-69.3%
APTV vs NTRA
+172.0%
-241.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -5.0% | +0.2% | -5.3% | -5.1% |
| 30D | -6.1% | +4.1% | -10.2% | -6.9% |
| 3M | -33.0% | +50.0% | -83.0% | -38.6% |
| 6M | -35.2% | +67.3% | -102.5% | -42.3% |
| YTD | -40.1% | +43.6% | -83.7% | -45.3% |
| 1Y | -45.6% | +89.2% | -134.9% | -53.2% |
| 3Y | -54.4% | +502.5% | -556.9% | -70.1% |
| All | -69.3% | +172.0% | -241.3% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling