-24.7%
ACN vs FIX
+128.3%
-152.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -2.8% |
| 7D | -1.5% | +6.0% | -7.6% | 0.0% |
| 30D | +9.4% | -7.2% | +16.6% | +7.7% |
| 3M | +5.6% | -15.9% | +21.5% | +3.5% |
| 6M | -9.3% | +12.7% | -22.0% | -7.6% |
| YTD | -29.0% | +72.8% | -101.8% | -24.8% |
| 1Y | -24.7% | +122.9% | -147.6% | -18.6% |
| All | -24.7% | +128.3% | -152.9% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling