+41.8%
NTR vs ACM
-45.8%
+87.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +8.1% | -3.7% | +11.9% | +8.3% |
| 30D | +18.8% | -11.1% | +29.9% | +19.1% |
| 3M | +16.2% | -8.0% | +24.2% | +16.3% |
| 6M | +9.8% | -29.7% | +39.4% | +12.3% |
| YTD | +30.9% | -29.4% | +60.2% | +34.1% |
| 1Y | +41.8% | -46.4% | +88.2% | +50.6% |
| All | +41.8% | -45.8% | +87.5% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling