+498.0%
NTRA vs ABCL
+105.4%
+392.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.1% | +1.4% | -0.4% | +0.8% |
| 30D | +0.6% | +65.1% | -64.4% | -10.4% |
| 3M | +51.8% | +111.1% | -59.2% | +27.5% |
| 6M | +63.6% | +231.6% | -168.0% | +23.7% |
| YTD | +41.5% | +234.5% | -193.0% | +5.6% |
| 1Y | +93.6% | +174.3% | -80.7% | +47.9% |
| 3Y | +498.0% | +111.5% | +386.6% | +336.0% |
| All | +498.0% | +105.4% | +392.7% | +336.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling