+1,735.1%
NTRA vs AME
+361.3%
+1,373.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.4% |
| 7D | +1.6% | +1.3% | +0.3% | +0.6% |
| 30D | +3.8% | -6.6% | +10.3% | +8.8% |
| 3M | +48.2% | +3.0% | +45.3% | +44.4% |
| 6M | +61.0% | +5.3% | +55.7% | +53.7% |
| YTD | +44.2% | +15.4% | +28.7% | +28.2% |
| 1Y | +87.3% | +26.8% | +60.5% | +54.5% |
| 3Y | +509.4% | +56.5% | +452.9% | +316.6% |
| 5Y | +175.1% | +85.2% | +89.9% | +63.5% |
| 10Y | +3,203.1% | +428.5% | +2,774.6% | +901.8% |
| All | +1,735.1% | +361.3% | +1,373.7% | +469.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling