-41.9%
ACN vs GAP
+113.8%
-155.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -4.8% | +1.7% | -6.5% | -5.0% |
| 30D | +1.9% | +9.3% | -7.4% | +1.0% |
| 3M | +3.9% | +6.1% | -2.2% | +3.1% |
| 6M | -15.0% | -2.3% | -12.7% | -15.5% |
| YTD | -31.9% | -10.6% | -21.3% | -31.7% |
| 1Y | -28.5% | -4.4% | -24.1% | -28.8% |
| 3Y | -41.9% | +118.3% | -160.2% | -43.6% |
| All | -41.9% | +113.8% | -155.7% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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