-44.0%
ACN vs IT
-45.7%
+1.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.9% |
| 7D | -6.3% | -9.1% | +2.8% | -1.7% |
| 30D | -1.4% | -12.2% | +10.8% | +5.1% |
| 3M | +2.6% | +7.8% | -5.2% | -2.9% |
| 6M | -14.3% | +2.0% | -16.3% | -16.9% |
| YTD | -33.1% | -32.7% | -0.4% | -21.4% |
| 1Y | -28.8% | -31.1% | +2.3% | -17.8% |
| 3Y | -43.0% | -52.1% | +9.1% | -24.2% |
| 5Y | -44.0% | -46.3% | +2.3% | -32.8% |
| All | -44.0% | -45.7% | +1.7% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling