+1,697.2%
ACN vs MO
+2,724.6%
-1,027.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | -1.5% | +0.3% | -1.9% | -1.6% |
| 30D | +9.4% | +0.6% | +8.7% | +9.0% |
| 3M | +5.6% | -1.0% | +6.6% | +5.9% |
| 6M | -9.3% | +4.3% | -13.6% | -11.1% |
| YTD | -29.0% | +23.3% | -52.2% | -34.5% |
| 1Y | -24.7% | +10.5% | -35.1% | -28.1% |
| 3Y | -39.8% | +96.3% | -136.1% | -53.8% |
| 5Y | -40.9% | +98.9% | -139.8% | -55.5% |
| 10Y | +91.1% | +103.6% | -12.5% | +36.4% |
| All | +1,697.2% | +2,724.6% | -1,027.4% | +502.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling