+31.2%
ACN vs NTR
+103.7%
-72.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -6.3% | +0.5% | -6.9% | -6.5% |
| 30D | -1.4% | +21.7% | -23.1% | -6.4% |
| 3M | +2.6% | +22.8% | -20.2% | -3.0% |
| 6M | -14.3% | +8.2% | -22.5% | -16.9% |
| YTD | -33.1% | +32.9% | -66.1% | -39.1% |
| 1Y | -28.8% | +45.3% | -74.1% | -37.0% |
| 3Y | -43.0% | +41.7% | -84.6% | -50.1% |
| 5Y | -44.0% | +49.8% | -93.8% | -55.7% |
| All | +31.2% | +103.7% | -72.4% | -19.7% |
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