+2,472.7%
ACN vs FIX
+35,142.2%
-32,669.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.6% | +11.9% | +2.3% |
| 7D | +7.3% | -27.2% | +34.5% | +12.5% |
| 30D | +38.2% | -46.9% | +85.1% | +52.5% |
| 3M | +56.6% | -44.4% | +101.0% | +70.3% |
| 6M | +51.1% | -50.9% | +102.0% | +64.9% |
| YTD | +1.7% | +3.5% | -1.9% | -6.2% |
| 1Y | +10.1% | -2.1% | +12.2% | +2.3% |
| 3Y | -10.3% | +418.7% | -429.1% | -45.7% |
| 5Y | -21.4% | +894.6% | -916.0% | -59.5% |
| 10Y | +167.1% | +3,465.5% | -3,298.4% | -0.5% |
| All | +2,472.7% | +35,142.2% | -32,669.5% | +457.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling