+2,408.2%
ACN vs BAX
+58.6%
+2,349.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.6% | +3.6% | -2.1% | +0.3% |
| 30D | +24.6% | +8.5% | +16.1% | +20.9% |
| 3M | +46.2% | -4.9% | +51.0% | +48.0% |
| 6M | +46.2% | +47.0% | -0.8% | +26.6% |
| YTD | -0.9% | +38.4% | -39.3% | -13.8% |
| 1Y | +8.8% | +49.1% | -40.4% | -8.0% |
| 3Y | -14.3% | -14.9% | +0.6% | -15.6% |
| 5Y | -22.6% | -63.1% | +40.5% | +2.6% |
| 10Y | +153.7% | -35.6% | +189.3% | +169.8% |
| All | +2,408.2% | +58.6% | +2,349.6% | +1,698.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling