+128.5%
AWK vs NTRA
+3,199.2%
-3,070.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -2.1% | +0.2% | -2.4% | -2.2% |
| 30D | +2.1% | +4.1% | -2.1% | +1.8% |
| 3M | +11.4% | +50.0% | -38.7% | +9.1% |
| 6M | +3.9% | +67.3% | -63.4% | +1.0% |
| YTD | +7.7% | +43.6% | -35.9% | +5.4% |
| 1Y | +1.3% | +89.2% | -87.9% | -2.4% |
| 3Y | +7.2% | +502.5% | -495.4% | -5.1% |
| 5Y | -17.0% | +173.8% | -190.8% | -25.3% |
| All | +128.5% | +3,199.2% | -3,070.7% | +81.5% |
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 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