-24.4%
ACN vs MAR
+178.7%
-203.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.6% |
| 3M | +42.2% | +23.1% | +19.1% | +30.0% |
| 6M | +50.1% | +22.0% | +28.2% | +37.2% |
| YTD | -2.7% | +39.2% | -41.9% | -16.7% |
| 1Y | +7.6% | +48.3% | -40.7% | -10.5% |
| 3Y | -15.9% | +123.4% | -139.3% | -43.0% |
| 5Y | -24.4% | +185.4% | -209.8% | -54.8% |
| All | -24.4% | +178.7% | -203.1% | -54.8% |
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