+2,368.0%
ACN vs BP
+228.1%
+2,140.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -2.5% | -6.9% | +4.4% | -0.4% |
| 30D | +22.6% | -3.6% | +26.2% | +23.8% |
| 3M | +45.9% | +8.4% | +37.5% | +41.5% |
| 6M | +43.8% | +5.3% | +38.5% | +40.2% |
| YTD | -2.5% | +33.2% | -35.6% | -12.9% |
| 1Y | +6.5% | +28.2% | -21.7% | -3.7% |
| 3Y | -14.2% | +49.2% | -63.4% | -28.0% |
| 5Y | -24.4% | +102.9% | -127.3% | -44.8% |
| 10Y | +156.3% | +127.7% | +28.6% | +66.1% |
| All | +2,368.0% | +228.1% | +2,140.0% | +1,008.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling