+212.6%
ACN vs P
+469.1%
-256.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.3% |
| 7D | +0.9% | -23.8% | +24.7% | +4.3% |
| 30D | +33.5% | -36.6% | +70.2% | +41.1% |
| 3M | +53.5% | +10.9% | +42.6% | +47.5% |
| 6M | +52.2% | +30.0% | +22.2% | +40.0% |
| YTD | -0.1% | +44.4% | -44.5% | -10.8% |
| 1Y | +11.0% | +3.9% | +7.1% | +3.6% |
| 3Y | -11.8% | +176.6% | -188.4% | -37.1% |
| 5Y | -22.8% | +249.3% | -272.1% | -49.1% |
| 10Y | +162.4% | +726.9% | -564.5% | +41.6% |
| All | +212.6% | +469.1% | -256.5% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling