+1,697.2%
ACN vs FFIV
+5,144.7%
-3,447.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -1.5% | -1.0% | -0.6% | -1.3% |
| 30D | +9.4% | -5.1% | +14.4% | +10.4% |
| 3M | +5.6% | -4.5% | +10.1% | +6.2% |
| 6M | -9.3% | +36.5% | -45.7% | -15.9% |
| YTD | -29.0% | +53.0% | -81.9% | -36.0% |
| 1Y | -24.7% | +24.2% | -48.9% | -29.1% |
| 3Y | -39.8% | +137.2% | -177.0% | -51.3% |
| 5Y | -40.9% | +91.8% | -132.7% | -50.1% |
| 10Y | +91.1% | +215.2% | -124.1% | +43.7% |
| All | +1,697.2% | +5,144.7% | -3,447.5% | +507.5% |
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