-25.8%
ACN vs FTI
+886.2%
-911.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.8% | 0.0% |
| 7D | -3.8% | +4.3% | -8.2% | -4.2% |
| 30D | +16.5% | -4.7% | +21.2% | +16.9% |
| 3M | +41.5% | -13.5% | +55.0% | +43.3% |
| 6M | +60.1% | -8.7% | +68.8% | +60.8% |
| YTD | -3.9% | +49.0% | -53.0% | -9.6% |
| 1Y | +4.1% | +54.0% | -49.9% | -2.5% |
| 3Y | -15.9% | +211.6% | -227.5% | -28.7% |
| All | -25.8% | +886.2% | -911.9% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling