-39.5%
ACN vs COMP
+215.9%
-255.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.9% | -3.4% |
| 7D | -1.5% | +1.4% | -2.9% | -1.6% |
| 30D | +9.4% | -13.3% | +22.7% | +10.4% |
| 3M | +5.6% | +41.1% | -35.5% | +2.9% |
| 6M | -9.3% | +17.2% | -26.4% | -10.8% |
| YTD | -29.0% | +5.2% | -34.2% | -29.6% |
| 1Y | -24.7% | +18.9% | -43.6% | -26.1% |
| All | -39.5% | +215.9% | -255.4% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling