-41.1%
ACN vs NTR
+45.7%
-86.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.4% |
| 7D | -1.5% | -1.3% | -0.2% | -1.3% |
| 30D | +2.1% | +16.8% | -14.7% | -0.4% |
| 3M | +11.1% | +20.7% | -9.6% | +7.7% |
| 6M | -6.8% | +0.5% | -7.4% | -7.5% |
| YTD | -30.0% | +29.2% | -59.2% | -33.7% |
| 1Y | -23.1% | +39.6% | -62.7% | -28.3% |
| 3Y | -40.4% | +37.9% | -78.3% | -44.9% |
| All | -41.1% | +45.7% | -86.8% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling