-39.4%
ACN vs BWA
+76.2%
-115.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -3.3% |
| 7D | -1.5% | +5.7% | -7.2% | -1.5% |
| 30D | +9.4% | +1.4% | +8.0% | +9.3% |
| 3M | +5.6% | -12.1% | +17.7% | +6.3% |
| 6M | -9.3% | +28.6% | -37.8% | -11.5% |
| YTD | -29.0% | +51.1% | -80.1% | -33.4% |
| 1Y | -24.7% | +55.9% | -80.5% | -29.9% |
| All | -39.4% | +76.2% | -115.6% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling