+1,723.2%
NTRA vs APD
+211.2%
+1,512.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | +0.6% | -2.2% | +2.8% | +1.7% |
| 30D | +19.5% | +2.1% | +17.4% | +18.2% |
| 3M | +47.8% | +7.2% | +40.6% | +42.0% |
| 6M | +61.6% | +11.2% | +50.4% | +51.3% |
| YTD | +43.3% | +24.4% | +18.9% | +25.8% |
| 1Y | +97.0% | +6.7% | +90.4% | +85.9% |
| 3Y | +424.9% | +9.2% | +415.7% | +371.0% |
| 5Y | +165.2% | +27.4% | +137.8% | +112.7% |
| 10Y | +3,114.3% | +164.8% | +2,949.5% | +1,541.0% |
| All | +1,723.2% | +211.2% | +1,512.0% | +817.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling