+361.6%
ACN vs AR
-33.4%
+394.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | +0.9% | -14.3% | +15.1% | +2.1% |
| 30D | +33.5% | +1.4% | +32.1% | +33.3% |
| 3M | +53.5% | +3.4% | +50.1% | +52.8% |
| 6M | +52.2% | -2.1% | +54.3% | +52.2% |
| YTD | -0.1% | +4.7% | -4.8% | -0.9% |
| 1Y | +11.0% | +10.6% | +0.5% | +9.6% |
| 3Y | -11.8% | +24.6% | -36.4% | -14.8% |
| 5Y | -22.8% | +71.9% | -94.7% | -28.3% |
| 10Y | +162.4% | +46.4% | +116.1% | +124.6% |
| All | +361.6% | -33.4% | +394.9% | +324.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling