-41.9%
ACN vs FTI
+284.3%
-326.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.9% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | +1.9% | +12.3% | -10.5% | +0.7% |
| 3M | +3.9% | +13.8% | -9.9% | +2.3% |
| 6M | -15.0% | +24.3% | -39.3% | -17.4% |
| YTD | -31.9% | +75.8% | -107.7% | -36.8% |
| 1Y | -28.5% | +99.6% | -128.1% | -34.7% |
| 3Y | -41.9% | +278.4% | -320.3% | -50.7% |
| All | -41.9% | +284.3% | -326.2% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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