+173.5%
NTRA vs AME
+89.9%
+83.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -1.3% |
| 7D | +0.2% | +1.7% | -1.5% | -1.0% |
| 30D | +4.1% | -6.4% | +10.5% | +8.7% |
| 3M | +50.0% | +7.1% | +43.0% | +42.5% |
| 6M | +67.3% | +8.2% | +59.1% | +57.4% |
| YTD | +43.6% | +18.2% | +25.4% | +26.4% |
| 1Y | +89.2% | +26.7% | +62.5% | +57.9% |
| 3Y | +502.5% | +60.7% | +441.8% | +302.7% |
| All | +173.5% | +89.9% | +83.7% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling