+234.4%
NTRA vs ABCL
-81.0%
+315.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.7% | +1.6% |
| 7D | -11.2% | +4.4% | -15.6% | -12.5% |
| 30D | -18.4% | -7.9% | -10.5% | -17.2% |
| 3M | +2.2% | +12.2% | -10.0% | -1.9% |
| 6M | +58.1% | +134.7% | -76.6% | +22.3% |
| YTD | +41.0% | +239.8% | -198.8% | -2.8% |
| 1Y | +54.1% | +192.7% | -138.5% | +10.0% |
| 3Y | +590.9% | +187.6% | +403.3% | +343.5% |
| 5Y | +180.7% | -22.6% | +203.4% | +140.2% |
| All | +234.4% | -81.0% | +315.4% | +234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling