-42.9%
ACN vs BB
-27.1%
-15.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.4% |
| 7D | -4.8% | +0.5% | -5.3% | -4.9% |
| 30D | +1.9% | -12.4% | +14.2% | +3.4% |
| 3M | +3.9% | -15.3% | +19.2% | +4.5% |
| 6M | -15.0% | +128.8% | -143.8% | -27.3% |
| YTD | -31.9% | +107.7% | -139.5% | -40.8% |
| 1Y | -28.5% | +103.9% | -132.4% | -38.1% |
| 3Y | -41.9% | +72.6% | -114.5% | -50.3% |
| 5Y | -42.9% | -24.3% | -18.6% | -45.7% |
| All | -42.9% | -27.1% | -15.8% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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