+153.7%
ACN vs BP
+124.7%
+29.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.6% | -6.3% | +7.9% | +3.1% |
| 30D | +24.6% | -3.6% | +28.3% | +25.6% |
| 3M | +46.2% | +5.2% | +40.9% | +43.9% |
| 6M | +46.2% | +5.3% | +40.9% | +43.4% |
| YTD | -0.9% | +33.1% | -34.0% | -9.3% |
| 1Y | +8.8% | +26.3% | -17.5% | +0.9% |
| 3Y | -14.3% | +47.5% | -61.8% | -25.1% |
| 5Y | -22.6% | +106.2% | -128.8% | -40.5% |
| 10Y | +153.7% | +127.0% | +26.8% | +96.0% |
| All | +153.7% | +124.7% | +29.0% | +96.0% |
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