-24.7%
ACN vs MAR
+27.3%
-51.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | -1.5% | -4.2% | +2.6% | -0.2% |
| 30D | +9.4% | -6.7% | +16.0% | +11.8% |
| 3M | +5.6% | -12.5% | +18.1% | +10.3% |
| 6M | -9.3% | +0.6% | -9.8% | -10.6% |
| YTD | -29.0% | +9.1% | -38.1% | -32.6% |
| 1Y | -24.7% | +26.2% | -50.9% | -33.3% |
| All | -24.7% | +27.3% | -51.9% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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