+99.0%
NTRA vs AFL
+18.6%
+80.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +1.1% |
| 7D | -7.9% | +2.9% | -10.8% | -6.6% |
| 30D | -8.1% | +11.5% | -19.6% | -3.4% |
| 3M | +42.1% | +0.6% | +41.5% | +42.9% |
| 6M | +84.8% | +11.7% | +73.1% | +89.3% |
| YTD | +70.7% | +15.4% | +55.3% | +72.4% |
| 1Y | +99.0% | +17.6% | +81.5% | +102.5% |
| All | +99.0% | +18.6% | +80.5% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling