+1,697.2%
ACN vs A
+785.0%
+912.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | -1.5% | -1.9% | +0.4% | -0.8% |
| 30D | +9.4% | +6.9% | +2.5% | +6.5% |
| 3M | +5.6% | +9.2% | -3.6% | +1.6% |
| 6M | -9.3% | +25.7% | -34.9% | -18.2% |
| YTD | -29.0% | +11.5% | -40.5% | -32.9% |
| 1Y | -24.7% | +18.4% | -43.0% | -30.8% |
| 3Y | -39.8% | +26.6% | -66.4% | -47.5% |
| 5Y | -40.9% | -12.8% | -28.1% | -40.9% |
| 10Y | +91.1% | +247.2% | -156.1% | +11.5% |
| All | +1,697.2% | +785.0% | +912.3% | +505.5% |
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