-42.3%
ACN vs MKTX
-25.2%
-17.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -7.9% | -0.2% | -7.7% | -7.9% |
| 30D | -1.1% | +0.8% | -1.9% | -1.1% |
| 3M | +5.6% | +41.1% | -35.5% | +3.4% |
| 6M | -9.9% | -9.5% | -0.4% | -9.7% |
| YTD | -32.3% | -8.7% | -23.6% | -32.2% |
| 1Y | -25.3% | -10.0% | -15.4% | -25.1% |
| All | -42.3% | -25.2% | -17.1% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling