+522.3%
ACN vs FN
+3,620.5%
-3,098.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.5% | -3.7% |
| 7D | -1.5% | -1.7% | +0.2% | -1.3% |
| 30D | +9.4% | -22.0% | +31.4% | +12.0% |
| 3M | +5.6% | -43.0% | +48.7% | +11.5% |
| 6M | -9.3% | -27.7% | +18.5% | -9.0% |
| YTD | -29.0% | -10.5% | -18.5% | -31.7% |
| 1Y | -24.7% | +12.5% | -37.2% | -30.7% |
| 3Y | -39.8% | +153.8% | -193.6% | -54.4% |
| 5Y | -40.9% | +288.0% | -328.9% | -59.4% |
| 10Y | +91.1% | +906.4% | -815.3% | +10.6% |
| All | +522.3% | +3,620.5% | -3,098.2% | +205.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling