+0.4%
ACN vs COMP
-51.7%
+52.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.1% |
| 7D | -4.0% | +2.2% | -6.2% | -4.4% |
| 30D | +19.0% | +16.3% | +2.7% | +16.9% |
| 3M | +42.2% | -19.1% | +61.3% | +44.6% |
| 6M | +50.1% | +17.1% | +33.0% | +46.4% |
| YTD | -2.7% | -2.9% | +0.2% | -4.1% |
| 1Y | +7.6% | +8.8% | -1.2% | +4.7% |
| 3Y | -15.9% | +423.5% | -439.3% | -33.9% |
| 5Y | -24.4% | -10.5% | -13.9% | -34.4% |
| All | +0.4% | -51.7% | +52.1% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling