+4.3%
ACN vs FN
-21.9%
+26.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.7% | -2.1% |
| 7D | -5.7% | +20.8% | -26.5% | -2.6% |
| 30D | +17.0% | -17.3% | +34.3% | +15.3% |
| 3M | +39.9% | -38.1% | +78.0% | +33.2% |
| 6M | +50.2% | -44.2% | +94.4% | +44.1% |
| YTD | -4.2% | -22.3% | +18.1% | -7.3% |
| 1Y | +4.3% | -20.9% | +25.2% | +2.1% |
| All | +4.3% | -21.9% | +26.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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