+261.2%
ARM vs NTRA
+574.5%
-313.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.1% | +3.6% | +5.1% |
| 7D | -5.3% | -15.4% | +10.1% | +2.4% |
| 30D | -30.0% | -20.0% | -10.0% | -21.9% |
| 3M | -34.1% | -0.5% | -33.5% | -34.8% |
| 6M | -12.6% | +64.9% | -77.6% | -36.6% |
| YTD | +70.4% | +39.9% | +30.6% | +32.9% |
| 1Y | +22.3% | +60.5% | -38.3% | -13.0% |
| 3Y | +261.2% | +605.9% | -344.7% | +4.5% |
| All | +261.2% | +574.5% | -313.3% | +4.5% |
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