+30.3%
ACGL vs NTR
+42.0%
-11.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -4.0% | -2.5% |
| 7D | -2.9% | +3.8% | -6.8% | -3.1% |
| 30D | -2.8% | +25.2% | -28.1% | -3.7% |
| 3M | +6.8% | +21.0% | -14.2% | +5.9% |
| 6M | -1.5% | +7.6% | -9.1% | -2.0% |
| YTD | -0.2% | +32.9% | -33.1% | -2.0% |
| 1Y | +5.3% | +43.1% | -37.8% | +2.8% |
| 3Y | +30.3% | +41.6% | -11.3% | +31.5% |
| All | +30.3% | +42.0% | -11.7% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling