-23.1%
ACN vs BR
-31.7%
+8.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.6% |
| 7D | -1.5% | -3.0% | +1.5% | +1.3% |
| 30D | +2.1% | -0.3% | +2.4% | +2.5% |
| 3M | +11.1% | +17.3% | -6.2% | -3.9% |
| 6M | -6.8% | -6.7% | -0.1% | -5.6% |
| YTD | -30.0% | -23.4% | -6.6% | -16.9% |
| 1Y | -23.1% | -32.7% | +9.5% | +6.9% |
| All | -23.1% | -31.7% | +8.6% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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