+99.0%
NTRA vs ABCL
+138.2%
-39.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -7.9% | -10.0% | +2.1% | -5.9% |
| 30D | -8.1% | -10.9% | +2.8% | -6.2% |
| 3M | +42.1% | +101.6% | -59.5% | +21.3% |
| 6M | +84.8% | +167.5% | -82.7% | +45.1% |
| YTD | +70.7% | +259.1% | -188.4% | +22.4% |
| 1Y | +99.0% | +152.2% | -53.1% | +52.9% |
| All | +99.0% | +138.2% | -39.2% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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