+1,723.2%
NTRA vs ACGL
+353.6%
+1,369.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | +19.5% | -1.0% | +20.5% | +19.8% |
| 3M | +47.8% | +11.0% | +36.7% | +41.2% |
| 6M | +61.6% | -0.3% | +62.0% | +60.9% |
| YTD | +43.3% | +2.3% | +41.0% | +40.4% |
| 1Y | +97.0% | +6.4% | +90.7% | +89.3% |
| 3Y | +424.9% | +34.0% | +391.0% | +343.0% |
| 5Y | +165.2% | +161.6% | +3.5% | +56.9% |
| 10Y | +3,114.3% | +278.6% | +2,835.7% | +1,441.9% |
| All | +1,723.2% | +353.6% | +1,369.6% | +630.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling