+199.6%
ARM vs NTRA
+473.1%
-273.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.0% |
| 7D | +9.1% | +2.7% | +6.4% | +7.9% |
| 30D | -19.9% | -19.2% | -0.8% | -11.4% |
| 3M | -31.6% | +2.7% | -34.3% | -33.2% |
| 6M | -13.9% | +63.4% | -77.2% | -35.8% |
| YTD | +74.3% | +39.3% | +35.0% | +38.2% |
| 1Y | +35.8% | +59.0% | -23.2% | -0.8% |
| 3Y | +268.6% | +557.4% | -288.8% | +32.7% |
| All | +199.6% | +473.1% | -273.5% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling