+178.8%
NTRA vs APD
+16.3%
+162.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -11.2% | +2.2% | -13.4% | -11.8% |
| 30D | -18.4% | +9.4% | -27.8% | -20.9% |
| 3M | +2.2% | +4.7% | -2.5% | +0.5% |
| 6M | +58.1% | +5.5% | +52.7% | +54.6% |
| YTD | +41.0% | +31.4% | +9.6% | +24.8% |
| 1Y | +54.1% | +24.1% | +30.0% | +39.3% |
| 3Y | +590.9% | +28.8% | +562.2% | +493.7% |
| All | +178.8% | +16.3% | +162.4% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling