+93.1%
ACN vs GM
+240.0%
-147.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.5% |
| 7D | -1.5% | -2.4% | +0.9% | -0.8% |
| 30D | +2.1% | -1.1% | +3.2% | +2.4% |
| 3M | +11.1% | +6.1% | +5.0% | +9.1% |
| 6M | -6.8% | +15.0% | -21.8% | -11.2% |
| YTD | -30.0% | +6.0% | -36.0% | -31.9% |
| 1Y | -23.1% | +47.1% | -70.2% | -32.6% |
| 3Y | -40.4% | +170.5% | -210.9% | -58.7% |
| 5Y | -41.6% | +80.5% | -122.1% | -55.2% |
| All | +93.1% | +240.0% | -147.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling