+152.3%
ACN vs BP
+143.9%
+8.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -3.8% | +3.8% | -7.6% | -4.7% |
| 30D | +16.5% | -5.3% | +21.8% | +17.9% |
| 3M | +41.5% | +9.3% | +32.2% | +37.9% |
| 6M | +60.1% | +7.2% | +52.8% | +56.3% |
| YTD | -3.9% | +38.0% | -42.0% | -12.9% |
| 1Y | +4.1% | +33.2% | -29.1% | -4.7% |
| 3Y | -15.9% | +50.3% | -66.1% | -26.8% |
| 5Y | -26.3% | +114.1% | -140.4% | -43.9% |
| All | +152.3% | +143.9% | +8.4% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling