-14.2%
ACN vs O
+36.9%
-51.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.1% | -2.6% |
| 7D | -2.5% | +3.3% | -5.9% | -3.3% |
| 30D | +22.6% | +10.3% | +12.3% | +19.7% |
| 3M | +45.9% | -3.5% | +49.4% | +47.2% |
| 6M | +43.8% | -1.3% | +45.1% | +44.8% |
| YTD | -2.5% | +10.3% | -12.8% | -4.7% |
| 1Y | +6.5% | +10.4% | -3.9% | +4.0% |
| 3Y | -14.2% | +40.0% | -54.2% | -19.7% |
| All | -14.2% | +36.9% | -51.1% | -19.7% |
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