+3,059.8%
NTRA vs AME
+445.1%
+2,614.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -1.6% |
| 7D | +0.2% | +1.7% | -1.5% | -1.1% |
| 30D | +4.1% | -6.4% | +10.5% | +9.3% |
| 3M | +50.0% | +7.1% | +43.0% | +41.6% |
| 6M | +67.3% | +8.2% | +59.1% | +56.1% |
| YTD | +43.6% | +18.2% | +25.4% | +24.5% |
| 1Y | +89.2% | +26.7% | +62.5% | +54.5% |
| 3Y | +502.5% | +60.7% | +441.8% | +294.1% |
| 5Y | +173.8% | +91.6% | +82.2% | +52.9% |
| All | +3,059.8% | +445.1% | +2,614.7% | +692.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling