+7.0%
ACN vs FN
-20.4%
+27.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.9% | -14.2% | -0.5% |
| 7D | -2.5% | +16.3% | -18.8% | +0.5% |
| 30D | +22.6% | -24.7% | +47.4% | +19.4% |
| 3M | +45.9% | -34.9% | +80.9% | +40.1% |
| 6M | +43.8% | -41.1% | +84.9% | +38.9% |
| YTD | -2.5% | -19.6% | +17.2% | -5.3% |
| All | +7.0% | -20.4% | +27.5% | +4.5% |
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