+1,697.2%
ACN vs BWA
+1,475.3%
+221.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -4.1% |
| 7D | -1.5% | +5.7% | -7.2% | -3.2% |
| 30D | +9.4% | +1.4% | +8.0% | +8.6% |
| 3M | +5.6% | -12.1% | +17.7% | +8.6% |
| 6M | -9.3% | +28.6% | -37.8% | -18.2% |
| YTD | -29.0% | +51.1% | -80.1% | -40.3% |
| 1Y | -24.7% | +55.9% | -80.5% | -37.5% |
| 3Y | -39.8% | +70.1% | -110.0% | -52.9% |
| 5Y | -40.9% | +90.7% | -131.6% | -56.4% |
| 10Y | +91.1% | +154.0% | -62.9% | +18.2% |
| All | +1,697.2% | +1,475.3% | +221.9% | +295.3% |
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