+2,427.5%
ACN vs M
+141.1%
+2,286.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.8% |
| 7D | +0.9% | -4.3% | +5.1% | +1.7% |
| 30D | +33.5% | +1.3% | +32.3% | +33.1% |
| 3M | +53.5% | -7.4% | +60.8% | +55.4% |
| 6M | +52.2% | +18.3% | +33.9% | +46.0% |
| YTD | -0.1% | +7.6% | -7.7% | -2.8% |
| 1Y | +11.0% | +17.4% | -6.3% | +6.0% |
| 3Y | -11.8% | +108.4% | -120.1% | -28.6% |
| 5Y | -22.8% | -10.6% | -12.2% | -29.6% |
| 10Y | +162.4% | -3.2% | +165.6% | +97.5% |
| All | +2,427.5% | +141.1% | +2,286.4% | +861.5% |
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