-11.8%
ACN vs AR
+19.9%
-31.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | +0.9% | -14.3% | +15.1% | +2.3% |
| 30D | +33.5% | +1.4% | +32.1% | +33.1% |
| 3M | +53.5% | +3.4% | +50.1% | +52.6% |
| 6M | +52.2% | -2.1% | +54.3% | +51.9% |
| YTD | -0.1% | +4.7% | -4.8% | -1.0% |
| 1Y | +11.0% | +10.6% | +0.5% | +9.5% |
| 3Y | -11.8% | +24.6% | -36.4% | -13.0% |
| All | -11.8% | +19.9% | -31.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling