+1,697.2%
ACN vs LIN
+3,274.8%
-1,577.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.4% | -2.8% |
| 7D | -1.5% | -2.1% | +0.6% | -0.4% |
| 30D | +9.4% | -2.4% | +11.8% | +10.8% |
| 3M | +5.6% | -5.6% | +11.2% | +8.9% |
| 6M | -9.3% | -3.4% | -5.9% | -8.2% |
| YTD | -29.0% | +13.1% | -42.1% | -34.4% |
| 1Y | -24.7% | +2.5% | -27.1% | -26.6% |
| 3Y | -39.8% | +27.6% | -67.4% | -48.5% |
| 5Y | -40.9% | +63.0% | -104.0% | -56.0% |
| 10Y | +91.1% | +359.3% | -268.2% | -18.2% |
| All | +1,697.2% | +3,274.8% | -1,577.5% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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