+250.5%
ACGL vs NTR
+100.5%
+150.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.3% |
| 7D | -0.7% | +8.1% | -8.9% | -3.0% |
| 30D | -1.0% | +18.8% | -19.8% | -5.9% |
| 3M | +11.0% | +16.2% | -5.2% | +5.9% |
| 6M | -0.3% | +9.8% | -10.1% | -4.0% |
| YTD | +2.3% | +30.9% | -28.6% | -7.2% |
| 1Y | +6.4% | +41.8% | -35.4% | -6.3% |
| 3Y | +34.0% | +35.8% | -1.8% | +16.9% |
| 5Y | +161.6% | +51.0% | +110.6% | +93.6% |
| All | +250.5% | +100.5% | +150.0% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling