+92.9%
NTRS vs ACM
+1.2%
+91.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | +1.4% | -4.6% | +6.0% | +3.4% |
| 30D | -0.7% | +4.1% | -4.7% | -2.9% |
| 3M | +11.3% | -8.3% | +19.6% | +14.0% |
| 6M | +35.5% | -30.1% | +65.6% | +57.9% |
| YTD | +40.6% | -32.6% | +73.2% | +65.3% |
| 1Y | +49.2% | -49.6% | +98.8% | +104.6% |
| 3Y | +167.2% | -23.0% | +190.3% | +176.5% |
| All | +92.9% | +1.2% | +91.7% | +70.0% |
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