-28.8%
ACN vs BAH
-26.7%
-2.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -6.3% | -1.3% | -5.0% | -5.6% |
| 30D | -1.4% | -6.6% | +5.2% | +2.4% |
| 3M | +2.6% | -7.2% | +9.7% | +5.8% |
| 6M | -14.3% | -10.0% | -4.3% | -10.7% |
| YTD | -33.1% | -12.5% | -20.7% | -29.8% |
| 1Y | -28.8% | -27.9% | -0.9% | -22.5% |
| All | -28.8% | -26.7% | -2.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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