+1,697.2%
ACN vs M
+138.8%
+1,558.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.8% |
| 7D | -1.5% | +4.7% | -6.2% | -2.4% |
| 30D | +9.4% | -9.6% | +19.0% | +11.5% |
| 3M | +5.6% | +0.9% | +4.8% | +5.0% |
| 6M | -9.3% | +22.3% | -31.5% | -13.5% |
| YTD | -29.0% | +6.5% | -35.5% | -30.6% |
| 1Y | -24.7% | +38.8% | -63.4% | -30.4% |
| 3Y | -39.8% | +115.9% | -155.7% | -51.7% |
| 5Y | -40.9% | +28.6% | -69.6% | -50.4% |
| 10Y | +91.1% | -2.5% | +93.7% | +43.6% |
| All | +1,697.2% | +138.8% | +1,558.5% | +586.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling