+505.1%
NTRA vs APD
+6.4%
+498.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +1.6% | -4.6% | +6.2% | +2.4% |
| 30D | +3.8% | -4.2% | +8.0% | +4.5% |
| 3M | +48.2% | +5.0% | +43.3% | +46.7% |
| 6M | +61.0% | +8.9% | +52.0% | +57.3% |
| YTD | +44.2% | +21.9% | +22.3% | +36.5% |
| 1Y | +87.3% | +5.6% | +81.7% | +84.5% |
| All | +505.1% | +6.4% | +498.7% | +482.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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