+1,623.2%
ACN vs ITW
+1,304.8%
+318.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | -4.8% | -0.4% | -4.4% | -4.5% |
| 30D | +1.9% | -9.4% | +11.3% | +7.8% |
| 3M | +3.9% | +7.1% | -3.2% | -0.3% |
| 6M | -15.0% | -1.9% | -13.2% | -14.8% |
| YTD | -31.9% | +10.4% | -42.3% | -36.6% |
| 1Y | -28.5% | +3.3% | -31.8% | -30.9% |
| 3Y | -41.9% | +21.0% | -62.9% | -49.3% |
| 5Y | -42.9% | +36.3% | -79.2% | -53.6% |
| 10Y | +88.7% | +185.8% | -97.1% | -2.9% |
| All | +1,623.2% | +1,304.8% | +318.4% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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