+1,021.5%
ACN vs PM
+832.2%
+189.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.0% |
| 7D | +0.9% | -5.2% | +6.1% | +3.1% |
| 30D | +33.5% | +2.7% | +30.8% | +32.0% |
| 3M | +53.5% | +6.1% | +47.3% | +49.3% |
| 6M | +52.2% | +18.0% | +34.2% | +41.3% |
| YTD | -0.1% | +26.6% | -26.7% | -11.1% |
| 1Y | +11.0% | +36.7% | -25.6% | -4.5% |
| 3Y | -11.8% | +146.0% | -157.8% | -44.6% |
| 5Y | -22.8% | +164.1% | -186.9% | -54.0% |
| 10Y | +162.4% | +238.8% | -76.4% | +29.6% |
| All | +1,021.5% | +832.2% | +189.3% | +193.5% |
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