+304.2%
ACN vs ALM
+3,507.4%
-3,203.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.8% |
| 7D | +0.9% | -6.7% | +7.5% | +0.9% |
| 30D | +33.5% | -32.9% | +66.4% | +33.6% |
| 3M | +53.5% | -39.5% | +93.0% | +53.5% |
| 6M | +52.2% | -62.0% | +114.2% | +52.3% |
| YTD | -0.1% | -7.8% | +7.7% | -0.2% |
| 1Y | +11.0% | +26.7% | -15.6% | +10.9% |
| 3Y | -11.8% | +825.4% | -837.1% | -12.1% |
| 5Y | -22.8% | +401.2% | -424.0% | -23.1% |
| 10Y | +162.4% | +2,074.0% | -1,911.6% | +161.7% |
| All | +304.2% | +3,507.4% | -3,203.2% | +301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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