+463.7%
ACN vs BAH
+886.2%
-422.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.9% | -2.8% |
| 7D | -1.5% | -3.2% | +1.7% | -0.4% |
| 30D | +9.4% | +2.0% | +7.4% | +8.7% |
| 3M | +5.6% | -7.6% | +13.3% | +8.7% |
| 6M | -9.3% | -5.7% | -3.6% | -7.3% |
| YTD | -29.0% | -11.7% | -17.2% | -26.1% |
| 1Y | -24.7% | -27.4% | +2.7% | -17.3% |
| 3Y | -39.8% | -32.5% | -7.3% | -35.4% |
| 5Y | -40.9% | -3.3% | -37.6% | -44.9% |
| 10Y | +91.1% | +186.0% | -94.9% | +28.2% |
| All | +463.7% | +886.2% | -422.5% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling