-42.9%
ACN vs MAR
+155.0%
-197.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.2% |
| 7D | -4.8% | -1.7% | -3.1% | -4.1% |
| 30D | +1.9% | -6.9% | +8.8% | +4.9% |
| 3M | +3.9% | -15.8% | +19.7% | +11.3% |
| 6M | -15.0% | +1.9% | -17.0% | -16.5% |
| YTD | -31.9% | +6.6% | -38.5% | -34.5% |
| 1Y | -28.5% | +23.7% | -52.2% | -35.7% |
| 3Y | -41.9% | +64.6% | -106.5% | -54.7% |
| 5Y | -42.9% | +156.4% | -199.2% | -63.7% |
| All | -42.9% | +155.0% | -197.9% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling