+11.9%
ACN vs P
+19.7%
-7.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.0% | +8.8% | +3.2% |
| 7D | +8.6% | -19.4% | +27.9% | +6.0% |
| 30D | +36.6% | -22.3% | +58.9% | +33.4% |
| 3M | +56.3% | +33.2% | +23.1% | +60.9% |
| 6M | +49.7% | +53.6% | -4.0% | +57.3% |
| YTD | +1.3% | +66.8% | -65.5% | +6.9% |
| 1Y | +11.9% | +17.5% | -5.6% | +15.0% |
| All | +11.9% | +19.7% | -7.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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