+2,368.0%
ACN vs BWA
+1,099.8%
+1,268.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.4% | -7.7% | -3.9% |
| 7D | -2.5% | -0.6% | -1.9% | -2.6% |
| 30D | +22.6% | -16.1% | +38.7% | +28.5% |
| 3M | +45.9% | -24.6% | +70.5% | +57.1% |
| 6M | +43.8% | -15.7% | +59.5% | +47.2% |
| YTD | -2.5% | +15.1% | -17.5% | -11.7% |
| 1Y | +6.5% | +15.9% | -9.4% | -4.0% |
| 3Y | -14.2% | +67.1% | -81.3% | -33.1% |
| 5Y | -24.4% | +34.7% | -59.2% | -38.4% |
| 10Y | +156.3% | +99.5% | +56.8% | +69.2% |
| All | +2,368.0% | +1,099.8% | +1,268.2% | +484.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling