+89.2%
NTRA vs AME
+29.6%
+59.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.6% |
| 7D | +0.2% | +1.7% | -1.5% | -0.6% |
| 30D | +4.1% | -6.4% | +10.5% | +7.2% |
| 3M | +50.0% | +7.1% | +43.0% | +45.1% |
| 6M | +67.3% | +8.2% | +59.1% | +60.4% |
| YTD | +43.6% | +18.2% | +25.4% | +32.7% |
| 1Y | +89.2% | +26.7% | +62.5% | +71.4% |
| All | +89.2% | +29.6% | +59.7% | +71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling