+2,325.1%
ACN vs MAR
+2,247.7%
+77.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -5.7% | +1.8% | -7.5% | -6.4% |
| 30D | +17.0% | +14.3% | +2.7% | +11.2% |
| 3M | +39.9% | +20.0% | +19.9% | +30.3% |
| 6M | +50.2% | +21.7% | +28.5% | +38.7% |
| YTD | -4.2% | +37.7% | -41.9% | -16.0% |
| 1Y | +4.3% | +46.8% | -42.5% | -10.8% |
| 3Y | -17.1% | +121.0% | -138.1% | -40.2% |
| 5Y | -26.5% | +183.1% | -209.6% | -52.6% |
| 10Y | +147.7% | +532.4% | -384.7% | +6.2% |
| All | +2,325.1% | +2,247.7% | +77.4% | +333.3% |
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 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