+99.0%
NTRA vs AJG
+19.3%
+79.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.8% | +1.2% |
| 7D | -7.9% | +10.7% | -18.6% | -6.9% |
| 30D | -8.1% | +26.9% | -35.0% | -6.2% |
| 3M | +42.1% | +16.6% | +25.5% | +44.2% |
| 6M | +84.8% | +40.1% | +44.7% | +85.2% |
| YTD | +70.7% | +12.4% | +58.2% | +61.6% |
| 1Y | +99.0% | +15.9% | +83.1% | +90.4% |
| All | +99.0% | +19.3% | +79.7% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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