+4,269.4%
ACGL vs NTRS
+2,980.9%
+1,288.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -1.0% | +1.7% | -2.7% | -1.5% |
| 3M | +11.0% | +8.9% | +2.2% | +8.1% |
| 6M | -0.3% | +30.6% | -30.9% | -8.1% |
| YTD | +2.3% | +38.7% | -36.4% | -7.7% |
| 1Y | +6.4% | +48.1% | -41.7% | -6.0% |
| 3Y | +34.0% | +165.5% | -131.5% | -2.2% |
| 5Y | +161.6% | +85.6% | +76.1% | +108.2% |
| 10Y | +278.6% | +246.1% | +32.5% | +153.2% |
| All | +4,269.4% | +2,980.9% | +1,288.5% | +1,970.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling