+120.6%
ACN vs NTRA
+1,700.8%
-1,580.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.0% |
| 7D | -4.8% | +1.1% | -5.9% | -4.9% |
| 30D | +1.9% | +0.6% | +1.3% | +1.8% |
| 3M | +3.9% | +51.8% | -48.0% | -1.8% |
| 6M | -15.0% | +63.6% | -78.6% | -20.7% |
| YTD | -31.9% | +41.5% | -73.4% | -35.4% |
| 1Y | -28.5% | +93.6% | -122.1% | -34.8% |
| 3Y | -41.9% | +498.0% | -539.9% | -54.6% |
| 5Y | -42.9% | +172.5% | -215.3% | -53.6% |
| 10Y | +88.7% | +2,960.8% | -2,872.1% | +14.0% |
| All | +120.6% | +1,700.8% | -1,580.2% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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