-28.5%
ACN vs IR
-7.1%
-21.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.9% |
| 7D | -4.8% | +0.6% | -5.4% | -4.9% |
| 30D | +1.9% | -13.6% | +15.5% | +3.4% |
| 3M | +3.9% | +3.7% | +0.2% | +3.1% |
| 6M | -15.0% | -13.1% | -2.0% | -13.2% |
| YTD | -31.9% | -5.1% | -26.8% | -32.8% |
| 1Y | -28.5% | -6.5% | -22.0% | -30.7% |
| All | -28.5% | -7.1% | -21.4% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling