+2,408.2%
ACN vs A
+945.0%
+1,463.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | +1.6% | +1.4% | +0.2% | +0.9% |
| 30D | +24.6% | +4.3% | +20.3% | +22.2% |
| 3M | +46.2% | +19.8% | +26.4% | +34.9% |
| 6M | +46.2% | +54.4% | -8.2% | +20.8% |
| YTD | -0.9% | +31.7% | -32.6% | -13.0% |
| 1Y | +8.8% | +22.4% | -13.7% | -1.9% |
| 3Y | -14.3% | +67.7% | -82.0% | -33.6% |
| 5Y | -22.6% | +15.7% | -38.4% | -31.3% |
| 10Y | +153.7% | +308.7% | -155.0% | +37.8% |
| All | +2,408.2% | +945.0% | +1,463.2% | +684.8% |
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