+440.5%
ACN vs GM
+230.9%
+209.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.4% |
| 7D | -4.8% | +0.4% | -5.2% | -4.9% |
| 30D | +1.9% | -1.8% | +3.7% | +2.5% |
| 3M | +3.9% | +2.6% | +1.2% | +2.9% |
| 6M | -15.0% | +14.6% | -29.6% | -19.1% |
| YTD | -31.9% | +6.2% | -38.1% | -33.9% |
| 1Y | -28.5% | +48.7% | -77.2% | -37.9% |
| 3Y | -41.9% | +168.3% | -210.2% | -60.1% |
| 5Y | -42.9% | +82.8% | -125.6% | -56.8% |
| 10Y | +88.7% | +226.2% | -137.5% | +4.6% |
| All | +440.5% | +230.9% | +209.6% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling