+1,697.2%
ACN vs MAR
+1,760.4%
-63.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | -1.5% | -4.2% | +2.6% | +0.1% |
| 30D | +9.4% | -6.7% | +16.0% | +12.2% |
| 3M | +5.6% | -12.5% | +18.1% | +10.8% |
| 6M | -9.3% | +0.6% | -9.8% | -10.1% |
| YTD | -29.0% | +9.1% | -38.1% | -31.9% |
| 1Y | -24.7% | +26.2% | -50.9% | -31.8% |
| 3Y | -39.8% | +68.2% | -108.0% | -51.9% |
| 5Y | -40.9% | +163.9% | -204.8% | -60.9% |
| 10Y | +91.1% | +420.6% | -329.4% | -11.9% |
| All | +1,697.2% | +1,760.4% | -63.1% | +251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling