+51.3%
NTR vs ACM
+1.3%
+50.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.0% |
| 7D | +0.5% | -3.7% | +4.2% | +1.7% |
| 30D | +21.7% | -12.7% | +34.4% | +26.5% |
| 3M | +22.8% | -9.8% | +32.6% | +25.6% |
| 6M | +8.2% | -31.4% | +39.6% | +21.9% |
| YTD | +32.9% | -32.1% | +65.0% | +49.0% |
| 1Y | +45.3% | -47.8% | +93.1% | +81.2% |
| 3Y | +41.7% | -22.1% | +63.7% | +40.0% |
| All | +51.3% | +1.3% | +50.1% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling