+92.1%
NTRA vs ACGL
+8.0%
+84.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.2% |
| 7D | -0.5% | -3.6% | +3.2% | -1.3% |
| 30D | +4.3% | -2.1% | +6.4% | +3.9% |
| 3M | +50.6% | +5.4% | +45.3% | +51.1% |
| 6M | +63.9% | 0.0% | +63.9% | +62.5% |
| YTD | +42.4% | +0.3% | +42.1% | +41.3% |
| 1Y | +92.1% | +6.2% | +85.9% | +92.9% |
| All | +92.1% | +8.0% | +84.0% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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