-32.9%
ACN vs AUR
-34.9%
+2.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.8% | -4.3% |
| 7D | -4.8% | +19.2% | -24.0% | -6.1% |
| 30D | +1.9% | -7.8% | +9.7% | +2.3% |
| 3M | +3.9% | +4.0% | -0.1% | +3.0% |
| 6M | -15.0% | +45.0% | -60.0% | -18.7% |
| YTD | -31.9% | +69.5% | -101.4% | -35.9% |
| 1Y | -28.5% | +13.0% | -41.5% | -30.6% |
| 3Y | -41.9% | +90.4% | -132.3% | -49.5% |
| 5Y | -42.9% | -34.2% | -8.7% | -50.8% |
| All | -32.9% | -34.9% | +2.0% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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