+2,361.1%
ACN vs BWA
+1,095.6%
+1,265.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.3% |
| 7D | -4.0% | +1.7% | -5.7% | -4.7% |
| 30D | +19.0% | -14.6% | +33.6% | +24.0% |
| 3M | +42.2% | -26.2% | +68.4% | +54.1% |
| 6M | +50.1% | -18.4% | +68.6% | +55.3% |
| YTD | -2.7% | +14.7% | -17.4% | -11.9% |
| 1Y | +7.6% | +13.3% | -5.8% | -2.3% |
| 3Y | -15.9% | +64.7% | -80.6% | -34.1% |
| 5Y | -24.4% | +32.2% | -56.5% | -38.0% |
| 10Y | +151.4% | +96.8% | +54.6% | +66.7% |
| All | +2,361.1% | +1,095.6% | +1,265.5% | +483.0% |
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 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