+1,697.2%
ACN vs O
+1,568.3%
+129.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | +9.4% | -1.9% | +11.2% | +10.0% |
| 3M | +5.6% | +3.8% | +1.8% | +4.6% |
| 6M | -9.3% | -4.7% | -4.5% | -7.9% |
| YTD | -29.0% | +12.5% | -41.4% | -31.7% |
| 1Y | -24.7% | +10.8% | -35.5% | -27.3% |
| 3Y | -39.8% | +28.8% | -68.6% | -45.1% |
| 5Y | -40.9% | +13.2% | -54.1% | -43.9% |
| 10Y | +91.1% | +53.5% | +37.7% | +59.9% |
| All | +1,697.2% | +1,568.3% | +129.0% | +588.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling