+2,408.2%
ACN vs FDX
+1,110.1%
+1,298.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +1.6% | +0.5% | +1.1% | +1.3% |
| 30D | +24.6% | +9.5% | +15.1% | +20.4% |
| 3M | +46.2% | -1.3% | +47.5% | +46.7% |
| 6M | +46.2% | +5.5% | +40.6% | +42.3% |
| YTD | -0.9% | +38.9% | -39.7% | -14.0% |
| 1Y | +8.8% | +58.8% | -50.1% | -10.5% |
| 3Y | -14.3% | +71.1% | -85.4% | -34.1% |
| 5Y | -22.6% | +76.3% | -98.9% | -43.3% |
| 10Y | +153.7% | +153.4% | +0.3% | +47.7% |
| All | +2,408.2% | +1,110.1% | +1,298.1% | +508.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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