+159.8%
ACGL vs NTRS
+88.8%
+71.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -3.6% | +0.3% | -4.0% | -3.7% |
| 30D | -2.1% | +0.2% | -2.3% | -2.2% |
| 3M | +5.4% | +13.2% | -7.9% | +2.0% |
| 6M | 0.0% | +36.9% | -36.9% | -7.9% |
| YTD | +0.3% | +39.1% | -38.8% | -8.5% |
| 1Y | +6.2% | +50.4% | -44.3% | -5.3% |
| 3Y | +30.9% | +166.8% | -135.8% | -2.8% |
| 5Y | +159.8% | +92.9% | +66.9% | +113.8% |
| All | +159.8% | +88.8% | +71.1% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling