-41.9%
ACN vs O
+30.3%
-72.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -4.8% | -0.6% | -4.3% | -4.7% |
| 30D | +1.9% | -2.0% | +3.8% | +2.4% |
| 3M | +3.9% | +3.0% | +0.9% | +3.7% |
| 6M | -15.0% | -3.6% | -11.4% | -14.2% |
| YTD | -31.9% | +12.1% | -44.0% | -33.9% |
| 1Y | -28.5% | +8.9% | -37.4% | -30.1% |
| 3Y | -41.9% | +30.3% | -72.2% | -45.5% |
| All | -41.9% | +30.3% | -72.2% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling