+1,697.2%
ACN vs GAP
+34.6%
+1,662.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -1.5% | -4.5% | +2.9% | -0.7% |
| 30D | +9.4% | +9.0% | +0.3% | +7.3% |
| 3M | +5.6% | +5.0% | +0.7% | +4.3% |
| 6M | -9.3% | -17.8% | +8.6% | -7.2% |
| YTD | -29.0% | -10.4% | -18.6% | -28.5% |
| 1Y | -24.7% | -3.4% | -21.3% | -25.5% |
| 3Y | -39.8% | +111.5% | -151.3% | -52.7% |
| 5Y | -40.9% | +8.8% | -49.7% | -49.6% |
| 10Y | +91.1% | +32.9% | +58.2% | +33.1% |
| All | +1,697.2% | +34.6% | +1,662.7% | +755.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling