+311.3%
ARM vs NTRA
+482.1%
-170.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +5.0% | +4.4% |
| 7D | +11.4% | +1.1% | +10.3% | +10.8% |
| 30D | -7.4% | +0.6% | -8.1% | -7.8% |
| 3M | -24.5% | +51.8% | -76.3% | -40.9% |
| 6M | +128.7% | +63.6% | +65.1% | +69.2% |
| YTD | +139.3% | +41.5% | +97.8% | +90.1% |
| 1Y | +88.0% | +93.6% | -5.7% | +22.8% |
| All | +311.3% | +482.1% | -170.9% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling