+787.9%
ACN vs FN
+3,020.0%
-2,232.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.0% | +9.8% | +4.5% |
| 7D | +8.6% | -7.0% | +15.6% | +9.1% |
| 30D | +36.6% | -24.7% | +61.3% | +40.1% |
| 3M | +56.3% | -35.7% | +92.0% | +62.2% |
| 6M | +49.7% | -52.4% | +102.1% | +58.7% |
| YTD | +1.3% | -25.0% | +26.3% | -1.5% |
| 1Y | +11.9% | -25.7% | +37.6% | +8.3% |
| 3Y | -10.6% | +110.2% | -120.8% | -31.2% |
| 5Y | -21.3% | +192.3% | -213.7% | -44.2% |
| 10Y | +166.2% | +812.3% | -646.0% | +54.6% |
| All | +787.9% | +3,020.0% | -2,232.1% | +341.0% |
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