+2,427.5%
ACN vs A
+926.7%
+1,500.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.4% |
| 7D | +0.9% | -0.1% | +0.9% | +0.8% |
| 30D | +33.5% | +3.4% | +30.2% | +31.4% |
| 3M | +53.5% | +23.8% | +29.6% | +39.9% |
| 6M | +52.2% | +49.0% | +3.2% | +27.6% |
| YTD | -0.1% | +29.4% | -29.5% | -11.7% |
| 1Y | +11.0% | +19.4% | -8.3% | +1.3% |
| 3Y | -11.8% | +66.2% | -78.0% | -31.4% |
| 5Y | -22.8% | +15.8% | -38.6% | -31.5% |
| 10Y | +162.4% | +326.1% | -163.6% | +40.6% |
| All | +2,427.5% | +926.7% | +1,500.8% | +696.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling