+11.9%
ACN vs MO
+45.9%
-34.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.6% |
| 7D | +8.6% | +6.9% | +1.7% | +7.7% |
| 30D | +36.6% | +14.9% | +21.7% | +35.1% |
| 3M | +56.3% | +16.4% | +39.9% | +54.2% |
| 6M | +49.7% | +9.6% | +40.1% | +49.4% |
| YTD | +1.3% | +41.8% | -40.5% | +5.5% |
| 1Y | +11.9% | +45.3% | -33.4% | +16.1% |
| All | +11.9% | +45.9% | -34.0% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling