+1,711.9%
NTRA vs AMCR
+36.8%
+1,675.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | -0.5% | -5.0% | +4.5% | +1.7% |
| 30D | +4.3% | -8.0% | +12.3% | +8.1% |
| 3M | +50.6% | +14.3% | +36.4% | +41.5% |
| 6M | +63.9% | +5.3% | +58.6% | +59.2% |
| YTD | +42.4% | +7.7% | +34.6% | +35.3% |
| 1Y | +92.1% | +10.8% | +81.2% | +79.6% |
| 3Y | +501.7% | +9.6% | +492.2% | +445.8% |
| 5Y | +171.4% | -10.2% | +181.6% | +172.4% |
| 10Y | +3,161.4% | +16.5% | +3,144.9% | +2,331.8% |
| All | +1,711.9% | +36.8% | +1,675.0% | +1,245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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