-40.6%
ACN vs FDS
-17.4%
-23.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -1.3% |
| 7D | -1.5% | -1.9% | +0.4% | -0.4% |
| 30D | +9.4% | +9.0% | +0.3% | +3.9% |
| 3M | +5.6% | +18.9% | -13.2% | -4.6% |
| 6M | -9.3% | +35.1% | -44.4% | -24.0% |
| YTD | -29.0% | +5.5% | -34.5% | -32.0% |
| 1Y | -24.7% | -16.8% | -7.8% | -18.2% |
| 3Y | -39.8% | -28.1% | -11.8% | -29.2% |
| All | -40.6% | -17.4% | -23.2% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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