-42.9%
ACN vs GAP
+9.4%
-52.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 3M | +3.9% | +6.1% | -2.2% | +2.8% |
| 6M | -15.0% | -2.3% | -12.7% | -15.6% |
| YTD | -31.9% | -10.6% | -21.3% | -31.6% |
| 1Y | -28.5% | -4.4% | -24.1% | -29.0% |
| 3Y | -41.9% | +118.3% | -160.2% | -52.7% |
| 5Y | -42.9% | +12.2% | -55.1% | -53.5% |
| All | -42.9% | +9.4% | -52.3% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling