-39.9%
ACN vs IR
+10.0%
-49.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.6% |
| 7D | -1.5% | -2.8% | +1.3% | -0.9% |
| 30D | +9.4% | -15.1% | +24.5% | +13.6% |
| 3M | +5.6% | +6.1% | -0.4% | +3.5% |
| 6M | -9.3% | -16.8% | +7.6% | -5.3% |
| YTD | -29.0% | -3.5% | -25.4% | -29.5% |
| 1Y | -24.7% | -3.5% | -21.2% | -25.5% |
| All | -39.9% | +10.0% | -49.9% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling