+790.9%
ACN vs FN
+2,575.5%
-1,784.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.2% | +14.6% | +1.9% |
| 7D | +7.3% | -16.0% | +23.2% | +8.9% |
| 30D | +38.2% | -40.1% | +78.3% | +45.4% |
| 3M | +56.6% | -43.9% | +100.5% | +64.7% |
| 6M | +51.1% | -55.6% | +106.7% | +60.9% |
| YTD | +1.7% | -35.7% | +37.3% | +0.4% |
| 1Y | +10.1% | -39.8% | +49.9% | +9.2% |
| 3Y | -10.3% | +80.3% | -90.6% | -29.9% |
| 5Y | -21.4% | +143.3% | -164.7% | -43.1% |
| 10Y | +167.1% | +682.3% | -515.2% | +57.6% |
| All | +790.9% | +2,575.5% | -1,784.6% | +349.5% |
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 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