+2,427.5%
ACN vs FFIV
+4,075.2%
-1,647.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.9% | -8.1% | +9.0% | +2.7% |
| 30D | +33.5% | -33.4% | +66.9% | +44.3% |
| 3M | +53.5% | -24.7% | +78.2% | +60.9% |
| 6M | +52.2% | -8.8% | +61.1% | +52.2% |
| YTD | -0.1% | +21.8% | -21.9% | -6.6% |
| 1Y | +11.0% | +25.3% | -14.2% | +3.1% |
| 3Y | -11.8% | +101.2% | -112.9% | -27.0% |
| 5Y | -22.8% | +40.2% | -63.0% | -31.2% |
| 10Y | +162.4% | +129.0% | +33.4% | +108.5% |
| All | +2,427.5% | +4,075.2% | -1,647.6% | +786.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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