+927.2%
ACN vs MKTX
+1,445.1%
-517.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.3% | +0.3% | -6.6% | -6.4% |
| 30D | -1.4% | +1.0% | -2.3% | -1.5% |
| 3M | +2.6% | +40.8% | -38.2% | -5.0% |
| 6M | -14.3% | -10.9% | -3.4% | -13.3% |
| YTD | -33.1% | -8.6% | -24.5% | -32.7% |
| 1Y | -28.8% | -11.6% | -17.2% | -28.0% |
| 3Y | -43.0% | -24.5% | -18.4% | -42.0% |
| 5Y | -44.0% | -60.7% | +16.7% | -36.3% |
| 10Y | +88.5% | +5.1% | +83.4% | +74.5% |
| All | +927.2% | +1,445.1% | -517.9% | +417.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling