-28.8%
ACN vs BP
+39.3%
-68.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.8% |
| 7D | -6.3% | +4.0% | -10.3% | -6.3% |
| 30D | -1.4% | +7.8% | -9.2% | -1.5% |
| 3M | +2.6% | +8.4% | -5.8% | +1.8% |
| 6M | -14.3% | +15.1% | -29.4% | -14.4% |
| YTD | -33.1% | +36.4% | -69.5% | -33.0% |
| 1Y | -28.8% | +40.9% | -69.7% | -28.5% |
| All | -28.8% | +39.3% | -68.1% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling