+7.6%
ACN vs PL
+8.6%
-1.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.8% |
| 7D | -4.0% | +13.4% | -17.4% | -2.8% |
| 30D | +19.0% | -10.2% | +29.2% | +18.8% |
| 3M | +42.2% | -39.5% | +81.7% | +39.2% |
| 6M | +50.1% | -65.7% | +115.9% | +45.7% |
| YTD | -2.7% | -27.3% | +24.5% | -4.5% |
| 1Y | +7.6% | +15.0% | -7.4% | +8.3% |
| All | +7.6% | +8.6% | -1.0% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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