+7.0%
ACN vs M
+25.7%
-18.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.1% | -10.5% | -3.6% |
| 7D | -2.5% | +2.5% | -5.1% | -3.0% |
| 30D | +22.6% | +10.1% | +12.6% | +20.6% |
| 3M | +45.9% | -0.9% | +46.8% | +45.2% |
| 6M | +43.8% | +30.2% | +13.7% | +36.8% |
| YTD | -2.5% | +16.3% | -18.8% | -4.3% |
| All | +7.0% | +25.7% | -18.7% | +2.4% |
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