+187.4%
ACN vs ALM
+7,705.7%
-7,518.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.3% |
| 7D | -1.5% | -2.6% | +1.1% | -1.5% |
| 30D | +9.4% | +32.0% | -22.6% | +9.4% |
| 3M | +5.6% | -15.0% | +20.7% | +5.7% |
| 6M | -9.3% | -10.1% | +0.9% | -9.3% |
| YTD | -29.0% | +99.4% | -128.4% | -29.0% |
| 1Y | -24.7% | +316.4% | -341.0% | -24.8% |
| 3Y | -39.8% | +2,022.0% | -2,061.8% | -40.1% |
| 5Y | -40.9% | +941.2% | -982.1% | -41.1% |
| 10Y | +91.1% | +2,950.3% | -2,859.2% | +90.5% |
| All | +187.4% | +7,705.7% | -7,518.3% | +185.7% |
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