+2.1%
AWK vs NTRA
+96.0%
-93.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.7% | +0.6% | +1.1% | +1.8% |
| 30D | +5.6% | +19.5% | -13.9% | +6.1% |
| 3M | +15.9% | +47.8% | -31.9% | +17.4% |
| 6M | +4.6% | +61.6% | -57.1% | +6.9% |
| YTD | +10.1% | +43.3% | -33.2% | +12.0% |
| 1Y | +2.1% | +97.0% | -94.9% | +4.5% |
| All | +2.1% | +96.0% | -93.9% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling