-24.7%
ACN vs BKR
+42.5%
-67.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -1.5% | +1.7% | -3.3% | -1.6% |
| 30D | +9.4% | +3.3% | +6.0% | +9.3% |
| 3M | +5.6% | -3.6% | +9.2% | +6.1% |
| 6M | -9.3% | +5.0% | -14.3% | -9.7% |
| YTD | -29.0% | +40.9% | -69.9% | -33.7% |
| 1Y | -24.7% | +39.2% | -63.9% | -28.7% |
| All | -24.7% | +42.5% | -67.1% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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