+8.8%
ACN vs PM
+32.2%
-23.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | +1.6% | -6.6% | +8.2% | +2.2% |
| 30D | +24.6% | -3.4% | +28.1% | +24.9% |
| 3M | +46.2% | +5.3% | +40.9% | +45.7% |
| 6M | +46.2% | +15.5% | +30.6% | +47.8% |
| YTD | -0.9% | +24.3% | -25.1% | -2.0% |
| 1Y | +8.8% | +29.7% | -20.9% | +6.8% |
| All | +8.8% | +32.2% | -23.5% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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