+90.2%
NTR vs ACM
+78.4%
+11.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -1.3% | -4.6% | +3.3% | +0.8% |
| 30D | +16.8% | +4.1% | +12.7% | +14.2% |
| 3M | +20.7% | -8.3% | +29.0% | +23.6% |
| 6M | +0.5% | -30.1% | +30.6% | +16.2% |
| YTD | +29.2% | -32.6% | +61.8% | +50.4% |
| 1Y | +39.6% | -49.6% | +89.2% | +87.0% |
| 3Y | +37.9% | -23.0% | +60.9% | +42.7% |
| 5Y | +47.1% | +2.0% | +45.1% | +27.6% |
| All | +90.2% | +78.4% | +11.8% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling