-42.9%
ACN vs BAX
-67.0%
+24.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.4% | -3.3% |
| 7D | -4.8% | -2.4% | -2.4% | -4.3% |
| 30D | +1.9% | -9.7% | +11.6% | +4.1% |
| 3M | +3.9% | +29.3% | -25.4% | -1.7% |
| 6M | -15.0% | +40.7% | -55.7% | -21.2% |
| YTD | -31.9% | +30.3% | -62.2% | -36.2% |
| 1Y | -28.5% | +3.4% | -31.9% | -30.0% |
| 3Y | -41.9% | -32.0% | -9.9% | -39.0% |
| 5Y | -42.9% | -66.9% | +24.0% | -22.3% |
| All | -42.9% | -67.0% | +24.2% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling