+2,408.2%
ACN vs COP
+1,376.6%
+1,031.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +1.6% | -6.1% | +7.7% | +3.3% |
| 30D | +24.6% | +1.1% | +23.5% | +24.0% |
| 3M | +46.2% | +10.9% | +35.2% | +41.3% |
| 6M | +46.2% | +20.8% | +25.4% | +37.6% |
| YTD | -0.9% | +48.0% | -48.9% | -12.7% |
| 1Y | +8.8% | +58.5% | -49.8% | -6.3% |
| 3Y | -14.3% | +28.1% | -42.4% | -23.1% |
| 5Y | -22.6% | +120.5% | -143.1% | -43.9% |
| 10Y | +153.7% | +310.1% | -156.4% | +33.1% |
| All | +2,408.2% | +1,376.6% | +1,031.6% | +541.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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