-39.5%
ACN vs ALB
-34.0%
-5.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -3.0% |
| 7D | -1.5% | -8.1% | +6.5% | -0.9% |
| 30D | +9.4% | +6.3% | +3.1% | +8.8% |
| 3M | +5.6% | -23.6% | +29.2% | +8.0% |
| 6M | -9.3% | -24.6% | +15.4% | -7.7% |
| YTD | -29.0% | -10.3% | -18.7% | -29.6% |
| 1Y | -24.7% | +61.5% | -86.1% | -30.6% |
| All | -39.5% | -34.0% | -5.6% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 3y: compounded portfolio wealth divided by compounded ALB 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…
3y analysis · Full analysis span regression · 6 months rolling