+497.4%
NTRA vs AME
+54.6%
+442.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.3% | -8.6% | +12.9% | +9.1% |
| 3M | +50.6% | +5.8% | +44.9% | +45.9% |
| 6M | +63.9% | +3.8% | +60.1% | +60.0% |
| YTD | +42.4% | +14.4% | +27.9% | +31.8% |
| 1Y | +92.1% | +25.8% | +66.3% | +68.9% |
| All | +497.4% | +54.6% | +442.8% | +350.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling