+4.3%
ACN vs COMP
+6.6%
-2.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -1.3% |
| 7D | -5.7% | +8.9% | -14.6% | -6.6% |
| 30D | +17.0% | +14.0% | +3.1% | +15.2% |
| 3M | +39.9% | -21.1% | +61.0% | +41.7% |
| 6M | +50.2% | +20.1% | +30.1% | +46.9% |
| YTD | -4.2% | -5.0% | +0.9% | +2.3% |
| 1Y | +4.3% | +5.7% | -1.4% | +9.8% |
| All | +4.3% | +6.6% | -2.3% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling