+1,697.2%
ACN vs B
+323.1%
+1,374.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.2% |
| 7D | -1.5% | -1.6% | +0.1% | -1.4% |
| 30D | +9.4% | +9.4% | -0.1% | +8.6% |
| 3M | +5.6% | +5.0% | +0.7% | +5.1% |
| 6M | -9.3% | -3.5% | -5.7% | -9.4% |
| YTD | -29.0% | +4.5% | -33.4% | -29.7% |
| 1Y | -24.7% | +67.8% | -92.4% | -28.4% |
| 3Y | -39.8% | +196.7% | -236.5% | -45.9% |
| 5Y | -40.9% | +151.9% | -192.8% | -46.6% |
| 10Y | +91.1% | +202.2% | -111.0% | +67.8% |
| All | +1,697.2% | +323.1% | +1,374.2% | +1,409.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling