-23.1%
ACN vs BNY
+59.3%
-82.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.4% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | +2.1% | -0.2% | +2.3% | +2.1% |
| 3M | +11.1% | +14.9% | -3.8% | +5.4% |
| 6M | -6.8% | +40.0% | -46.8% | -18.1% |
| YTD | -30.0% | +42.0% | -72.0% | -38.2% |
| 1Y | -23.1% | +56.9% | -80.0% | -34.2% |
| All | -23.1% | +59.3% | -82.4% | -34.2% |
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