-39.5%
ACN vs FN
+158.4%
-197.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.5% | -3.2% |
| 7D | -1.5% | -1.7% | +0.2% | -1.6% |
| 30D | +9.4% | -22.0% | +31.4% | +8.8% |
| 3M | +5.6% | -43.0% | +48.7% | +5.6% |
| 6M | -9.3% | -27.7% | +18.5% | -10.2% |
| YTD | -29.0% | -10.5% | -18.5% | -30.9% |
| 1Y | -24.7% | +12.5% | -37.2% | -28.1% |
| All | -39.5% | +158.4% | -197.9% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling