-25.8%
ACN vs M
-3.3%
-22.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -3.8% | +7.0% | -10.9% | -5.0% |
| 30D | +16.5% | +8.9% | +7.6% | +14.7% |
| 3M | +41.5% | +4.5% | +37.0% | +40.0% |
| 6M | +60.1% | +36.2% | +23.9% | +50.9% |
| YTD | -3.9% | +15.1% | -19.1% | -7.2% |
| 1Y | +4.1% | +27.4% | -23.4% | -1.3% |
| 3Y | -15.9% | +160.1% | -176.0% | -33.0% |
| All | -25.8% | -3.3% | -22.5% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling