-14.2%
ACN vs FIX
+503.8%
-517.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.4% | -11.8% | -1.6% |
| 7D | -2.5% | -7.2% | +4.7% | -2.8% |
| 30D | +22.6% | -35.1% | +57.8% | +19.6% |
| 3M | +45.9% | -34.3% | +80.2% | +42.6% |
| 6M | +43.8% | -42.9% | +86.8% | +40.6% |
| YTD | -2.5% | +19.5% | -21.9% | -8.0% |
| 1Y | +6.5% | +16.8% | -10.3% | +0.5% |
| 3Y | -14.2% | +506.7% | -520.9% | -35.8% |
| All | -14.2% | +503.8% | -517.9% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling