+7.3%
ACGL vs NTR
+42.7%
-35.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.1% | +0.5% | -2.7% | -2.1% |
| 30D | -2.2% | +21.7% | -23.9% | -2.4% |
| 3M | +6.3% | +22.8% | -16.4% | +6.1% |
| 6M | +0.5% | +8.2% | -7.7% | +0.4% |
| YTD | +0.2% | +32.9% | -32.7% | -1.0% |
| 1Y | +7.3% | +45.3% | -38.1% | +4.4% |
| All | +7.3% | +42.7% | -35.4% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling