-10.5%
ACN vs PL
+459.7%
-470.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.4% | +10.2% | +3.9% |
| 7D | +8.6% | -11.7% | +20.3% | +8.7% |
| 30D | +36.6% | -27.1% | +63.7% | +37.2% |
| 3M | +56.3% | -44.6% | +100.9% | +58.1% |
| 6M | +49.7% | -67.2% | +116.9% | +53.3% |
| YTD | +1.3% | -35.9% | +37.2% | -0.8% |
| 1Y | +11.9% | -0.4% | +12.3% | +6.3% |
| All | -10.5% | +459.7% | -470.2% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling