+1,697.2%
ACN vs ALL
+1,140.0%
+557.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | -1.5% | 0.0% | -1.6% | -1.5% |
| 30D | +9.4% | -1.5% | +10.9% | +9.8% |
| 3M | +5.6% | +23.6% | -18.0% | -2.5% |
| 6M | -9.3% | +22.3% | -31.6% | -16.1% |
| YTD | -29.0% | +26.5% | -55.5% | -35.3% |
| 1Y | -24.7% | +27.0% | -51.7% | -31.6% |
| 3Y | -39.8% | +149.6% | -189.4% | -58.7% |
| 5Y | -40.9% | +118.1% | -159.0% | -58.3% |
| 10Y | +91.1% | +369.0% | -277.8% | +0.4% |
| All | +1,697.2% | +1,140.0% | +557.3% | +410.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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