-43.1%
ACN vs BKR
+174.4%
-217.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.7% | +7.9% | +2.2% |
| 7D | -7.9% | -6.7% | -1.2% | -6.9% |
| 30D | -1.1% | -8.3% | +7.3% | +0.2% |
| 3M | +5.6% | -5.4% | +11.0% | +6.4% |
| 6M | -9.9% | +0.8% | -10.8% | -10.8% |
| YTD | -32.3% | +31.8% | -64.2% | -36.5% |
| 1Y | -25.3% | +28.6% | -53.9% | -29.7% |
| 3Y | -42.3% | +71.2% | -113.5% | -49.0% |
| All | -43.1% | +174.4% | -217.5% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling