+99.0%
NTRA vs ACM
-46.6%
+145.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.5% |
| 7D | -7.9% | +9.5% | -17.4% | -8.3% |
| 30D | -8.1% | +14.7% | -22.9% | -8.8% |
| 3M | +42.1% | -9.5% | +51.6% | +43.8% |
| 6M | +84.8% | -18.0% | +102.9% | +89.5% |
| YTD | +70.7% | -27.3% | +98.0% | +78.1% |
| 1Y | +99.0% | -47.0% | +146.0% | +94.8% |
| All | +99.0% | -46.6% | +145.6% | +94.8% |
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