-39.5%
ACN vs PL
+454.1%
-493.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.1% | -3.3% |
| 7D | -1.5% | -9.3% | +7.8% | -1.3% |
| 30D | +9.4% | -18.9% | +28.3% | +10.0% |
| 3M | +5.6% | -58.4% | +64.0% | +8.6% |
| 6M | -9.3% | -30.3% | +21.1% | -9.9% |
| YTD | -29.0% | -8.1% | -20.9% | -30.9% |
| 1Y | -24.7% | +180.5% | -205.2% | -32.6% |
| All | -39.5% | +454.1% | -493.7% | -53.1% |
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