-24.7%
ACN vs BNY
+59.6%
-84.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -1.5% | +1.4% | -3.0% | -1.8% |
| 30D | +9.4% | +3.8% | +5.5% | +8.2% |
| 3M | +5.6% | +14.9% | -9.3% | +0.5% |
| 6M | -9.3% | +40.3% | -49.6% | -20.0% |
| YTD | -29.0% | +43.8% | -72.7% | -37.4% |
| 1Y | -24.7% | +58.9% | -83.5% | -35.7% |
| All | -24.7% | +59.6% | -84.2% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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