+542.7%
NTRA vs ABCL
+210.0%
+332.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -19.7% | +2.3% | -22.0% | -20.2% |
| 30D | -22.1% | -0.7% | -21.5% | -22.3% |
| 3M | -2.0% | +33.4% | -35.4% | -7.9% |
| 6M | +60.6% | +137.8% | -77.2% | +31.9% |
| YTD | +36.2% | +264.3% | -228.1% | +1.5% |
| 1Y | +51.0% | +209.2% | -158.2% | +15.7% |
| All | +542.7% | +210.0% | +332.8% | +348.7% |
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