+156.3%
ACN vs P
+748.5%
-592.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.3% | -8.6% | -3.3% |
| 7D | -2.5% | -9.6% | +7.1% | -1.5% |
| 30D | +22.6% | -33.4% | +56.1% | +29.0% |
| 3M | +45.9% | +14.2% | +31.7% | +39.2% |
| 6M | +43.8% | +31.6% | +12.3% | +31.5% |
| YTD | -2.5% | +53.5% | -55.9% | -14.4% |
| 1Y | +6.5% | +14.2% | -7.7% | -2.7% |
| 3Y | -14.2% | +190.5% | -204.7% | -41.2% |
| 5Y | -24.4% | +256.3% | -280.8% | -52.3% |
| 10Y | +156.3% | +707.9% | -551.5% | +29.7% |
| All | +156.3% | +748.5% | -592.2% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling