+2,427.5%
ACN vs ALB
+1,310.5%
+1,117.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +0.9% | +9.1% | -8.2% | -1.4% |
| 30D | +33.5% | -3.4% | +36.9% | +34.2% |
| 3M | +53.5% | -20.6% | +74.1% | +61.7% |
| 6M | +52.2% | -48.2% | +100.4% | +78.3% |
| YTD | -0.1% | -29.2% | +29.1% | +4.2% |
| 1Y | +11.0% | +10.0% | +1.0% | +1.4% |
| 3Y | -11.8% | -12.9% | +1.1% | -22.8% |
| 5Y | -22.8% | -61.3% | +38.5% | -17.7% |
| 10Y | +162.4% | +35.8% | +126.6% | +57.2% |
| All | +2,427.5% | +1,310.5% | +1,117.0% | +312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling