-34.7%
APTV vs NTRA
+1,735.1%
-1,769.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.0% |
| 7D | -1.2% | +1.6% | -2.7% | -1.4% |
| 30D | -10.6% | +3.8% | -14.4% | -11.3% |
| 3M | -35.0% | +48.2% | -83.2% | -40.1% |
| 6M | -38.9% | +61.0% | -99.9% | -44.9% |
| YTD | -41.5% | +44.2% | -85.7% | -46.3% |
| 1Y | -45.8% | +87.3% | -133.1% | -52.8% |
| 3Y | -55.7% | +509.4% | -565.1% | -70.1% |
| 5Y | -70.1% | +175.1% | -245.2% | -78.5% |
| 10Y | -19.1% | +3,203.1% | -3,222.2% | -60.3% |
| All | -34.7% | +1,735.1% | -1,769.8% | -68.1% |
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