+1,697.2%
ACN vs FTI
+2,652.5%
-955.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -1.5% | +5.3% | -6.8% | -2.6% |
| 30D | +9.4% | +15.3% | -6.0% | +6.0% |
| 3M | +5.6% | +15.8% | -10.1% | +2.0% |
| 6M | -9.3% | +22.6% | -31.8% | -13.8% |
| YTD | -29.0% | +79.5% | -108.5% | -37.9% |
| 1Y | -24.7% | +102.0% | -126.7% | -36.0% |
| 3Y | -39.8% | +315.8% | -355.6% | -57.5% |
| 5Y | -40.9% | +1,129.5% | -1,170.4% | -69.0% |
| 10Y | +91.1% | +320.9% | -229.8% | +11.5% |
| All | +1,697.2% | +2,652.5% | -955.3% | +364.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling