-22.5%
ACN vs BP
+103.6%
-126.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.9% | -11.6% | +12.5% | +2.8% |
| 30D | +33.5% | 0.0% | +33.5% | +33.4% |
| 3M | +53.5% | +6.7% | +46.7% | +51.6% |
| 6M | +52.2% | +2.2% | +50.1% | +51.0% |
| YTD | -0.1% | +33.0% | -33.1% | -5.7% |
| 1Y | +11.0% | +30.7% | -19.7% | +5.1% |
| 3Y | -11.8% | +44.2% | -56.0% | -19.1% |
| All | -22.5% | +103.6% | -126.1% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling