-40.6%
ACN vs ALB
-44.4%
+3.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.7% |
| 7D | -1.5% | -8.1% | +6.5% | -0.4% |
| 30D | +9.4% | +6.3% | +3.1% | +8.3% |
| 3M | +5.6% | -23.6% | +29.2% | +9.5% |
| 6M | -9.3% | -24.6% | +15.4% | -6.6% |
| YTD | -29.0% | -10.3% | -18.7% | -29.7% |
| 1Y | -24.7% | +61.5% | -86.1% | -33.5% |
| 3Y | -39.8% | -34.0% | -5.9% | -39.3% |
| All | -40.6% | -44.4% | +3.8% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling