-22.5%
ACN vs COMP
-17.6%
-4.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.7% | -12.5% | -2.9% |
| 7D | +0.9% | +13.4% | -12.6% | -0.6% |
| 30D | +33.5% | +11.1% | +22.4% | +31.8% |
| 3M | +53.5% | -18.8% | +72.3% | +56.2% |
| 6M | +52.2% | +10.5% | +41.7% | +49.3% |
| YTD | -0.1% | -3.4% | +3.3% | -1.5% |
| 1Y | +11.0% | +19.7% | -8.6% | +7.0% |
| 3Y | -11.8% | +381.6% | -393.4% | -30.7% |
| All | -22.5% | -17.6% | -4.9% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling