+243.7%
ACGL vs NTR
+98.7%
+145.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.8% |
| 7D | -3.6% | -2.5% | -1.2% | -3.0% |
| 30D | -2.1% | +17.0% | -19.1% | -6.5% |
| 3M | +5.4% | +22.2% | -16.8% | -0.9% |
| 6M | 0.0% | +5.2% | -5.2% | -2.5% |
| YTD | +0.3% | +29.7% | -29.4% | -8.8% |
| 1Y | +6.2% | +39.4% | -33.2% | -6.0% |
| 3Y | +30.9% | +38.2% | -7.2% | +13.4% |
| 5Y | +159.8% | +47.6% | +112.2% | +94.3% |
| All | +243.7% | +98.7% | +145.0% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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