+1,723.2%
NTRA vs ACM
+110.2%
+1,613.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +0.6% | -3.7% | +4.3% | +2.7% |
| 30D | +19.5% | -11.1% | +30.6% | +26.3% |
| 3M | +47.8% | -8.0% | +55.7% | +52.2% |
| 6M | +61.6% | -29.7% | +91.3% | +92.0% |
| YTD | +43.3% | -29.4% | +72.6% | +67.9% |
| 1Y | +97.0% | -46.4% | +143.5% | +168.0% |
| 3Y | +424.9% | -22.3% | +447.3% | +461.7% |
| 5Y | +165.2% | +4.5% | +160.7% | +138.5% |
| 10Y | +3,114.3% | +127.6% | +2,986.7% | +1,623.2% |
| All | +1,723.2% | +110.2% | +1,613.1% | +873.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling