+7.0%
ACN vs CAPR
+64.2%
-57.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.4% | -11.8% | -2.4% |
| 7D | -2.5% | +36.0% | -38.6% | -2.8% |
| 30D | +22.6% | +25.8% | -3.1% | +22.3% |
| 3M | +45.9% | +140.8% | -94.9% | +44.3% |
| 6M | +43.8% | -67.6% | +111.4% | +44.4% |
| YTD | -2.5% | -65.9% | +63.4% | -2.3% |
| All | +7.0% | +64.2% | -57.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling