+557.4%
NTRA vs ACM
-9.1%
+566.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.4% |
| 7D | +2.7% | +5.6% | -2.9% | +1.1% |
| 30D | -19.2% | +20.8% | -40.0% | -23.5% |
| 3M | +2.7% | +11.4% | -8.7% | -0.9% |
| 6M | +63.4% | +0.9% | +62.4% | +61.6% |
| YTD | +39.3% | -24.8% | +64.1% | +53.3% |
| 1Y | +59.0% | -46.4% | +105.4% | +104.7% |
| 3Y | +557.4% | -9.2% | +566.6% | +492.1% |
| All | +557.4% | -9.1% | +566.5% | +492.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling