+1,670.1%
ACN vs NTRS
+429.7%
+1,240.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 6M | -6.8% | +35.5% | -42.4% | -17.9% |
| YTD | -30.0% | +40.6% | -70.6% | -39.4% |
| 1Y | -23.1% | +49.2% | -72.3% | -35.0% |
| 3Y | -40.4% | +167.2% | -207.6% | -61.0% |
| 5Y | -41.6% | +94.9% | -136.5% | -57.5% |
| 10Y | +97.2% | +259.5% | -162.2% | +7.2% |
| All | +1,670.1% | +429.7% | +1,240.4% | +481.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling