+361.3%
NTRS vs ACM
+218.1%
+143.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.4% |
| 7D | +0.9% | -3.7% | +4.5% | +2.7% |
| 30D | -1.2% | -12.7% | +11.4% | +4.4% |
| 3M | +8.8% | -9.8% | +18.6% | +12.6% |
| 6M | +34.7% | -31.4% | +66.1% | +58.1% |
| YTD | +37.2% | -32.1% | +69.3% | +60.6% |
| 1Y | +46.3% | -47.8% | +94.1% | +93.6% |
| 3Y | +163.2% | -22.1% | +185.3% | +182.0% |
| 5Y | +86.9% | +1.8% | +85.1% | +73.9% |
| 10Y | +250.9% | +132.5% | +118.4% | +106.8% |
| All | +361.3% | +218.1% | +143.3% | +101.2% |
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