+294.7%
ACN vs ALM
+3,798.4%
-3,503.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.1% | -10.4% | -2.4% |
| 7D | -2.5% | +0.7% | -3.3% | -2.5% |
| 30D | +22.6% | -26.1% | +48.7% | +22.7% |
| 3M | +45.9% | -38.1% | +84.0% | +45.9% |
| 6M | +43.8% | -55.4% | +99.2% | +43.9% |
| YTD | -2.5% | -0.4% | -2.1% | -2.5% |
| 1Y | +6.5% | +25.4% | -18.9% | +6.4% |
| 3Y | -14.2% | +907.8% | -921.9% | -14.5% |
| 5Y | -24.4% | +440.2% | -464.6% | -24.7% |
| 10Y | +156.3% | +2,031.1% | -1,874.8% | +155.6% |
| All | +294.7% | +3,798.4% | -3,503.7% | +292.4% |
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