+315.5%
ARM vs NTRA
+493.2%
-177.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.1% |
| 7D | +12.5% | +1.6% | +10.9% | +11.6% |
| 30D | -1.4% | +3.8% | -5.1% | -3.3% |
| 3M | -18.7% | +48.2% | -66.9% | -35.3% |
| 6M | +124.6% | +61.0% | +63.7% | +67.9% |
| YTD | +141.7% | +44.2% | +97.5% | +90.3% |
| 1Y | +87.7% | +87.3% | +0.4% | +25.5% |
| All | +315.5% | +493.2% | -177.7% | +54.4% |
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