-42.9%
ACN vs BP
+131.3%
-174.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.6% | -4.5% |
| 7D | -4.8% | +0.9% | -5.7% | -5.0% |
| 30D | +1.9% | +9.1% | -7.2% | +0.5% |
| 3M | +3.9% | +3.9% | 0.0% | +3.0% |
| 6M | -15.0% | +13.6% | -28.6% | -17.1% |
| YTD | -31.9% | +34.0% | -65.9% | -35.6% |
| 1Y | -28.5% | +39.2% | -67.7% | -32.9% |
| 3Y | -41.9% | +36.4% | -78.3% | -45.9% |
| 5Y | -42.9% | +135.8% | -178.6% | -53.6% |
| All | -42.9% | +131.3% | -174.1% | -53.6% |
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