-15.9%
ACN vs CAPR
+239.1%
-255.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.3% |
| 7D | -3.8% | +5.9% | -9.7% | -4.0% |
| 30D | +16.5% | +44.6% | -28.1% | +16.0% |
| 3M | +41.5% | +126.4% | -84.9% | +39.7% |
| 6M | +60.1% | -68.6% | +128.6% | +60.7% |
| YTD | -3.9% | -67.0% | +63.0% | -3.8% |
| 1Y | +4.1% | +65.2% | -61.1% | -1.1% |
| 3Y | -15.9% | +235.6% | -251.4% | -18.6% |
| All | -15.9% | +239.1% | -255.0% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling