-29.7%
ACN vs PL
+84.9%
-114.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.1% | -3.2% |
| 7D | -1.5% | -9.3% | +7.8% | -1.0% |
| 30D | +9.4% | -18.9% | +28.3% | +10.6% |
| 3M | +5.6% | -58.4% | +64.0% | +10.6% |
| 6M | -9.3% | -30.3% | +21.1% | -9.6% |
| YTD | -29.0% | -8.1% | -20.9% | -31.2% |
| 1Y | -24.7% | +180.5% | -205.2% | -35.0% |
| 3Y | -39.8% | +444.1% | -484.0% | -54.0% |
| 5Y | -40.9% | +83.0% | -124.0% | -53.0% |
| All | -29.7% | +84.9% | -114.6% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling