+171.4%
NTRA vs ACM
-0.5%
+172.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.4% |
| 7D | -0.5% | -5.9% | +5.4% | +2.6% |
| 30D | +4.3% | -6.2% | +10.5% | +6.9% |
| 3M | +50.6% | -7.9% | +58.5% | +54.4% |
| 6M | +63.9% | -30.6% | +94.5% | +96.9% |
| YTD | +42.4% | -33.3% | +75.6% | +72.9% |
| 1Y | +92.1% | -49.2% | +141.3% | +175.6% |
| 3Y | +501.7% | -23.5% | +525.2% | +508.9% |
| 5Y | +171.4% | +0.9% | +170.5% | +121.8% |
| All | +171.4% | -0.5% | +172.0% | +121.8% |
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 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