-43.5%
ACN vs BR
+7.7%
-51.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -7.9% | -6.0% | -1.9% | -3.7% |
| 30D | -1.1% | -0.9% | -0.2% | -0.3% |
| 3M | +5.6% | +16.4% | -10.8% | -4.6% |
| 6M | -9.9% | -8.2% | -1.8% | -5.0% |
| YTD | -32.3% | -23.2% | -9.1% | -20.1% |
| 1Y | -25.3% | -30.9% | +5.6% | -5.7% |
| 3Y | -42.3% | -5.0% | -37.3% | -42.8% |
| 5Y | -43.5% | +8.8% | -52.2% | -51.8% |
| All | -43.5% | +7.7% | -51.2% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling