+2,330.4%
ACN vs FTI
+2,184.3%
+146.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.8% | -0.2% |
| 7D | -3.8% | +4.3% | -8.2% | -4.7% |
| 30D | +16.5% | -4.7% | +21.2% | +17.3% |
| 3M | +41.5% | -13.5% | +55.0% | +45.0% |
| 6M | +60.1% | -8.7% | +68.8% | +61.6% |
| YTD | -3.9% | +49.0% | -53.0% | -13.2% |
| 1Y | +4.1% | +54.0% | -49.9% | -6.6% |
| 3Y | -15.9% | +211.6% | -227.5% | -36.9% |
| 5Y | -26.3% | +881.9% | -908.2% | -59.4% |
| 10Y | +148.2% | +188.1% | -39.9% | +57.8% |
| All | +2,330.4% | +2,184.3% | +146.1% | +550.2% |
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