+674.1%
ACN vs BAH
+1,074.5%
-400.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -3.9% | -2.9% |
| 7D | -2.5% | -1.5% | -1.0% | -2.0% |
| 30D | +22.6% | +17.3% | +5.4% | +16.0% |
| 3M | +45.9% | +14.9% | +31.1% | +39.2% |
| 6M | +43.8% | +14.2% | +29.6% | +37.8% |
| YTD | -2.5% | +5.1% | -7.6% | -4.4% |
| 1Y | +6.5% | +2.1% | +4.4% | +5.0% |
| 3Y | -14.2% | -26.0% | +11.8% | -10.5% |
| 5Y | -24.4% | +9.0% | -33.4% | -32.1% |
| 10Y | +156.3% | +208.8% | -52.5% | +66.6% |
| All | +674.1% | +1,074.5% | -400.5% | +226.2% |
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