+1,672.7%
NTRA vs ALM
+603.9%
+1,068.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.9% | -1.5% |
| 7D | +2.7% | +1.2% | +1.5% | +2.6% |
| 30D | -19.2% | -19.3% | +0.2% | -18.5% |
| 3M | +2.7% | -40.6% | +43.3% | +4.5% |
| 6M | +63.4% | -57.9% | +121.3% | +67.7% |
| YTD | +39.3% | -6.7% | +46.0% | +38.5% |
| 1Y | +59.0% | +20.2% | +38.8% | +56.6% |
| 3Y | +557.4% | +879.4% | -322.1% | +495.7% |
| 5Y | +177.4% | +415.3% | -237.9% | +152.6% |
| 10Y | +2,761.8% | +2,100.8% | +661.0% | +2,432.6% |
| All | +1,672.7% | +603.9% | +1,068.8% | +1,414.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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