+697.5%
ACN vs PM
+752.6%
-55.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.5% |
| 7D | -1.5% | -4.9% | +3.4% | +0.5% |
| 30D | +9.4% | -3.4% | +12.8% | +10.8% |
| 3M | +5.6% | +5.2% | +0.5% | +3.5% |
| 6M | -9.3% | +3.7% | -13.0% | -11.7% |
| YTD | -29.0% | +15.8% | -44.7% | -34.3% |
| 1Y | -24.7% | +17.4% | -42.0% | -31.1% |
| 3Y | -39.8% | +116.9% | -156.8% | -60.1% |
| 5Y | -40.9% | +117.3% | -158.2% | -61.5% |
| 10Y | +91.1% | +193.8% | -102.6% | +1.0% |
| All | +697.5% | +752.6% | -55.1% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling