+151.7%
ACN vs IR
+322.3%
-170.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | +0.9% | +3.7% | -2.8% | -0.4% |
| 30D | +33.5% | +7.4% | +26.1% | +29.9% |
| 3M | +53.5% | -5.9% | +59.4% | +55.8% |
| 6M | +52.2% | +5.6% | +46.7% | +47.6% |
| YTD | -0.1% | +4.8% | -4.9% | -4.2% |
| 1Y | +11.0% | +6.9% | +4.1% | +5.6% |
| 3Y | -11.8% | +27.6% | -39.3% | -23.6% |
| 5Y | -22.8% | +45.8% | -68.6% | -37.4% |
| All | +151.7% | +322.3% | -170.5% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling