-28.8%
ACN vs A
+13.9%
-42.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -6.3% | -4.4% | -1.9% | -5.2% |
| 30D | -1.4% | -2.7% | +1.3% | -0.7% |
| 3M | +2.6% | +7.0% | -4.5% | +1.1% |
| 6M | -14.3% | +24.6% | -38.9% | -18.9% |
| YTD | -33.1% | +7.0% | -40.1% | -33.1% |
| 1Y | -28.8% | +15.6% | -44.4% | -29.1% |
| All | -28.8% | +13.9% | -42.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling