+58.1%
NTRA vs ABCL
+144.1%
-86.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.7% | +1.5% |
| 7D | -11.2% | +4.4% | -15.6% | -12.3% |
| 30D | -18.4% | -7.9% | -10.5% | -17.2% |
| 3M | +2.2% | +12.2% | -10.0% | -0.3% |
| 6M | +58.1% | +134.7% | -76.6% | +26.5% |
| All | +58.1% | +144.1% | -86.0% | +26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling