-22.5%
ACN vs CAPR
+142.6%
-165.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.4% | -1.8% |
| 7D | +0.9% | +41.1% | -40.2% | +0.4% |
| 30D | +33.5% | +11.1% | +22.4% | +33.3% |
| 3M | +53.5% | +115.3% | -61.8% | +51.3% |
| 6M | +52.2% | -73.8% | +126.1% | +53.4% |
| YTD | -0.1% | -68.8% | +68.7% | +0.2% |
| 1Y | +11.0% | +43.3% | -32.3% | +4.8% |
| 3Y | -11.8% | +214.7% | -226.5% | -22.7% |
| All | -22.5% | +142.6% | -165.1% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling