-41.9%
ACN vs FND
-49.6%
+7.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -3.5% |
| 7D | -4.8% | +0.4% | -5.2% | -4.9% |
| 30D | +1.9% | -23.6% | +25.4% | +5.6% |
| 3M | +3.9% | +4.3% | -0.5% | +2.8% |
| 6M | -15.0% | -20.3% | +5.3% | -12.7% |
| YTD | -31.9% | -21.3% | -10.6% | -29.8% |
| 1Y | -28.5% | -45.4% | +16.9% | -23.1% |
| 3Y | -41.9% | -48.9% | +7.0% | -40.9% |
| All | -41.9% | -49.6% | +7.7% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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