+11.9%
ACN vs BAX
+46.0%
-34.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.1% | +3.0% |
| 7D | +8.6% | +4.1% | +4.5% | +7.6% |
| 30D | +36.6% | +9.4% | +27.2% | +33.9% |
| 3M | +56.3% | -6.5% | +62.8% | +58.4% |
| 6M | +49.7% | +59.6% | -9.9% | +36.4% |
| YTD | +1.3% | +38.9% | -37.5% | -7.4% |
| 1Y | +11.9% | +48.0% | -36.1% | -0.4% |
| All | +11.9% | +46.0% | -34.1% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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