+93.1%
ACN vs NTRS
+259.9%
-166.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.9% |
| 7D | -1.5% | +1.4% | -2.9% | -2.0% |
| 30D | +2.1% | -0.7% | +2.7% | +2.3% |
| 3M | +11.1% | +11.3% | -0.2% | +6.1% |
| 6M | -6.8% | +35.5% | -42.4% | -18.5% |
| YTD | -30.0% | +40.6% | -70.6% | -39.8% |
| 1Y | -23.1% | +49.2% | -72.3% | -35.6% |
| 3Y | -40.4% | +167.2% | -207.6% | -62.0% |
| 5Y | -41.6% | +94.9% | -136.5% | -58.2% |
| All | +93.1% | +259.9% | -166.9% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling