+296.4%
ARM vs NTRA
+489.4%
-193.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.8% |
| 7D | +5.5% | +0.6% | +4.9% | +5.1% |
| 30D | -8.2% | +19.5% | -27.7% | -17.5% |
| 3M | -35.9% | +47.8% | -83.7% | -48.9% |
| 6M | +103.1% | +61.6% | +41.5% | +51.4% |
| YTD | +130.6% | +43.3% | +87.4% | +82.2% |
| 1Y | +86.1% | +97.0% | -11.0% | +20.5% |
| All | +296.4% | +489.4% | -193.0% | +47.9% |
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