+588.1%
ACN vs CAPR
-99.1%
+687.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.3% |
| 7D | -1.5% | -2.0% | +0.5% | -1.5% |
| 30D | +9.4% | +139.2% | -129.8% | +8.2% |
| 3M | +5.6% | -66.4% | +72.0% | +6.0% |
| 6M | -9.3% | -63.1% | +53.9% | -9.1% |
| YTD | -29.0% | -67.4% | +38.5% | -28.8% |
| 1Y | -24.7% | +58.2% | -82.9% | -27.6% |
| 3Y | -39.8% | +42.2% | -82.0% | -42.8% |
| 5Y | -40.9% | +87.3% | -128.2% | -44.2% |
| 10Y | +91.1% | -75.3% | +166.4% | +75.9% |
| All | +588.1% | -99.1% | +687.1% | +527.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling