+2,361.1%
ACN vs MAR
+2,272.7%
+88.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 3M | +42.2% | +23.1% | +19.1% | +31.2% |
| 6M | +50.1% | +22.0% | +28.2% | +38.6% |
| YTD | -2.7% | +39.2% | -41.9% | -15.1% |
| 1Y | +7.6% | +48.3% | -40.7% | -8.4% |
| 3Y | -15.9% | +123.4% | -139.3% | -39.5% |
| 5Y | -24.4% | +185.4% | -209.8% | -51.4% |
| 10Y | +151.4% | +539.2% | -387.8% | +7.3% |
| All | +2,361.1% | +2,272.7% | +88.4% | +337.9% |
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