+1,672.7%
NTRA vs ACM
+123.7%
+1,549.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.5% |
| 7D | +2.7% | +5.6% | -2.9% | -0.3% |
| 30D | -19.2% | +20.8% | -40.0% | -27.2% |
| 3M | +2.7% | +11.4% | -8.7% | -4.2% |
| 6M | +63.4% | +0.9% | +62.4% | +58.4% |
| YTD | +39.3% | -24.8% | +64.1% | +56.8% |
| 1Y | +59.0% | -46.4% | +105.4% | +116.1% |
| 3Y | +557.4% | -9.2% | +566.6% | +539.0% |
| 5Y | +177.4% | +5.0% | +172.4% | +148.1% |
| 10Y | +2,761.8% | +130.6% | +2,631.2% | +1,409.4% |
| All | +1,672.7% | +123.7% | +1,549.0% | +809.1% |
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 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