-24.7%
ACN vs B
+70.0%
-94.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.4% |
| 7D | -1.5% | -1.6% | +0.1% | -1.6% |
| 30D | +9.4% | +9.4% | -0.1% | +10.1% |
| 3M | +5.6% | +5.0% | +0.7% | +6.4% |
| 6M | -9.3% | -3.5% | -5.7% | -8.5% |
| YTD | -29.0% | +4.5% | -33.4% | -27.8% |
| 1Y | -24.7% | +67.8% | -92.4% | -20.9% |
| All | -24.7% | +70.0% | -94.6% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling