+11.9%
ACN vs M
+36.6%
-24.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.6% | -3.8% | +2.5% |
| 7D | +8.6% | +8.3% | +0.3% | +7.0% |
| 30D | +36.6% | +14.2% | +22.4% | +33.4% |
| 3M | +56.3% | -1.1% | +57.4% | +55.6% |
| 6M | +49.7% | +36.6% | +13.1% | +40.6% |
| YTD | +1.3% | +19.8% | -18.5% | -1.4% |
| 1Y | +11.9% | +37.2% | -25.3% | +3.9% |
| All | +11.9% | +36.6% | -24.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling