+151.4%
ACN vs MAR
+541.3%
-389.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -4.0% | +1.0% | -5.0% | -4.4% |
| 30D | +19.0% | +16.2% | +2.8% | +12.9% |
| 3M | +42.2% | +23.1% | +19.1% | +32.1% |
| 6M | +50.1% | +22.0% | +28.2% | +39.5% |
| YTD | -2.7% | +39.2% | -41.9% | -14.2% |
| 1Y | +7.6% | +48.3% | -40.7% | -7.2% |
| 3Y | -15.9% | +123.4% | -139.3% | -37.8% |
| 5Y | -24.4% | +185.4% | -209.8% | -49.3% |
| 10Y | +151.4% | +539.2% | -387.8% | +43.3% |
| All | +151.4% | +541.3% | -389.9% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling