+37.3%
ACN vs NTR
+97.9%
-60.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.5% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | +2.1% | +16.8% | -14.7% | -2.1% |
| 3M | +11.1% | +20.7% | -9.6% | +5.5% |
| 6M | -6.8% | +0.5% | -7.4% | -7.9% |
| YTD | -30.0% | +29.2% | -59.2% | -35.8% |
| 1Y | -23.1% | +39.6% | -62.7% | -31.3% |
| 3Y | -40.4% | +37.9% | -78.3% | -47.6% |
| 5Y | -41.6% | +47.1% | -88.6% | -53.7% |
| All | +37.3% | +97.9% | -60.7% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling