+167.2%
NTRS vs ACM
-22.9%
+190.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | +1.4% | -4.6% | +6.0% | +2.9% |
| 30D | -0.7% | +4.1% | -4.7% | -2.3% |
| 3M | +11.3% | -8.3% | +19.6% | +13.4% |
| 6M | +35.5% | -30.1% | +65.6% | +53.8% |
| YTD | +40.6% | -32.6% | +73.2% | +60.9% |
| 1Y | +49.2% | -49.6% | +98.8% | +95.9% |
| 3Y | +167.2% | -23.0% | +190.3% | +159.4% |
| All | +167.2% | -22.9% | +190.1% | +159.4% |
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