+1,735.1%
NTRA vs AIG
+57.0%
+1,678.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +1.6% | -1.4% | +3.0% | +2.1% |
| 30D | +3.8% | -3.3% | +7.1% | +5.0% |
| 3M | +48.2% | +2.2% | +46.1% | +46.3% |
| 6M | +61.0% | -2.1% | +63.1% | +61.1% |
| YTD | +44.2% | -11.2% | +55.4% | +48.8% |
| 1Y | +87.3% | -2.1% | +89.4% | +84.7% |
| 3Y | +509.4% | +34.4% | +475.1% | +418.4% |
| 5Y | +175.1% | +53.7% | +121.4% | +114.6% |
| 10Y | +3,203.1% | +64.4% | +3,138.7% | +1,987.9% |
| All | +1,735.1% | +57.0% | +1,678.1% | +1,014.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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