+502.5%
NTRA vs AJG
+8.2%
+494.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | +0.2% | -8.3% | +8.5% | +0.8% |
| 30D | +4.1% | -5.7% | +9.8% | +4.4% |
| 3M | +50.0% | +9.1% | +41.0% | +47.4% |
| 6M | +67.3% | +15.2% | +52.1% | +63.1% |
| YTD | +43.6% | -6.3% | +49.9% | +42.5% |
| 1Y | +89.2% | -19.1% | +108.4% | +93.0% |
| 3Y | +502.5% | +8.2% | +494.3% | +484.8% |
| All | +502.5% | +8.2% | +494.4% | +484.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling