-41.9%
ACN vs BN
+79.0%
-120.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.2% |
| 7D | -4.8% | -1.2% | -3.6% | -4.4% |
| 30D | +1.9% | -10.9% | +12.8% | +6.1% |
| 3M | +3.9% | -11.1% | +14.9% | +8.2% |
| 6M | -15.0% | -4.4% | -10.6% | -13.9% |
| YTD | -31.9% | -14.1% | -17.8% | -28.4% |
| 1Y | -28.5% | -11.1% | -17.5% | -25.9% |
| 3Y | -41.9% | +75.6% | -117.5% | -51.0% |
| All | -41.9% | +79.0% | -120.9% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling