+4.3%
ACN vs BAX
+40.9%
-36.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.0% |
| 7D | -5.7% | +0.4% | -6.1% | -5.8% |
| 30D | +17.0% | +3.4% | +13.6% | +16.1% |
| 3M | +39.9% | -4.5% | +44.3% | +41.1% |
| 6M | +50.2% | +44.0% | +6.2% | +39.2% |
| YTD | -4.2% | +34.9% | -39.0% | -12.2% |
| 1Y | +4.3% | +37.9% | -33.6% | -5.5% |
| All | +4.3% | +40.9% | -36.6% | -5.5% |
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