-39.5%
ACN vs PM
+117.4%
-157.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -3.2% |
| 7D | -1.5% | -4.9% | +3.4% | -1.3% |
| 30D | +9.4% | -3.4% | +12.8% | +9.5% |
| 3M | +5.6% | +5.2% | +0.5% | +5.9% |
| 6M | -9.3% | +3.7% | -13.0% | -8.7% |
| YTD | -29.0% | +15.8% | -44.7% | -29.0% |
| 1Y | -24.7% | +17.4% | -42.0% | -24.7% |
| All | -39.5% | +117.4% | -157.0% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling