+237.8%
NTRA vs ABCL
-82.9%
+320.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.1% | 0.0% |
| 7D | -0.5% | -9.6% | +9.1% | +1.9% |
| 30D | +4.3% | +7.2% | -2.9% | +1.9% |
| 3M | +50.6% | +105.5% | -54.9% | +22.2% |
| 6M | +63.9% | +193.0% | -129.1% | +19.8% |
| YTD | +42.4% | +205.8% | -163.5% | +1.4% |
| 1Y | +92.1% | +144.4% | -52.3% | +41.8% |
| 3Y | +501.7% | +93.3% | +408.4% | +333.5% |
| 5Y | +171.4% | -44.9% | +216.4% | +147.9% |
| All | +237.8% | -82.9% | +320.6% | +248.6% |
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