+228.2%
ACN vs AR
-27.2%
+255.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.3% |
| 7D | -1.5% | +2.5% | -4.0% | -1.7% |
| 30D | +9.4% | +14.8% | -5.4% | +8.1% |
| 3M | +5.6% | +6.2% | -0.6% | +5.1% |
| 6M | -9.3% | +4.3% | -13.5% | -9.7% |
| YTD | -29.0% | +14.4% | -43.3% | -29.9% |
| 1Y | -24.7% | +21.3% | -46.0% | -26.2% |
| 3Y | -39.8% | +39.8% | -79.6% | -42.4% |
| 5Y | -40.9% | +142.1% | -183.0% | -46.5% |
| 10Y | +91.1% | +52.0% | +39.1% | +63.0% |
| All | +228.2% | -27.2% | +255.4% | +199.9% |
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