-26.5%
ACN vs AR
+101.6%
-128.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -5.7% | +6.4% | -12.1% | -6.5% |
| 30D | +17.0% | +3.1% | +13.9% | +16.4% |
| 3M | +39.9% | +3.3% | +36.6% | +38.9% |
| 6M | +50.2% | +6.6% | +43.6% | +48.5% |
| YTD | -4.2% | +12.3% | -16.5% | -6.2% |
| 1Y | +4.3% | +12.3% | -8.0% | +2.0% |
| 3Y | -17.1% | +50.4% | -67.6% | -23.6% |
| 5Y | -26.5% | +101.0% | -127.5% | -35.1% |
| All | -26.5% | +101.6% | -128.1% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling