+79.7%
ACN vs FND
+66.0%
+13.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.7% |
| 7D | -1.5% | -5.2% | +3.7% | -0.4% |
| 30D | +9.4% | -19.9% | +29.2% | +14.8% |
| 3M | +5.6% | +2.7% | +2.9% | +3.9% |
| 6M | -9.3% | -21.7% | +12.4% | -5.5% |
| YTD | -29.0% | -17.5% | -11.5% | -27.1% |
| 1Y | -24.7% | -39.3% | +14.6% | -17.3% |
| 3Y | -39.8% | -49.8% | +9.9% | -34.0% |
| 5Y | -40.9% | -60.1% | +19.2% | -34.6% |
| All | +79.7% | +66.0% | +13.7% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling