+3,059.8%
NTRA vs ARMK
+146.1%
+2,913.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | -0.7% |
| 7D | +0.2% | +3.1% | -2.9% | -1.3% |
| 30D | +4.1% | -2.8% | +6.9% | +5.4% |
| 3M | +50.0% | +7.6% | +42.5% | +43.9% |
| 6M | +67.3% | +47.9% | +19.4% | +36.3% |
| YTD | +43.6% | +60.0% | -16.4% | +12.0% |
| 1Y | +89.2% | +52.2% | +37.0% | +50.7% |
| 3Y | +502.5% | +131.4% | +371.1% | +279.6% |
| 5Y | +173.8% | +163.2% | +10.5% | +58.0% |
| All | +3,059.8% | +146.1% | +2,913.7% | +1,448.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling