+4.1%
ACN vs O
+9.0%
-4.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | -3.8% | -0.4% | -3.5% | -3.7% |
| 30D | +16.5% | +7.1% | +9.4% | +14.3% |
| 3M | +41.5% | -5.2% | +46.7% | +43.6% |
| 6M | +60.1% | -1.8% | +61.8% | +63.3% |
| YTD | -3.9% | +9.1% | -13.0% | -3.9% |
| 1Y | +4.1% | +9.7% | -5.6% | +4.5% |
| All | +4.1% | +9.0% | -4.9% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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