+2,472.7%
ACN vs RF
+150.2%
+2,322.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +0.8% |
| 7D | +7.3% | -1.6% | +8.9% | +7.6% |
| 30D | +38.2% | +5.0% | +33.2% | +36.9% |
| 3M | +56.6% | -10.0% | +66.5% | +59.9% |
| 6M | +51.1% | +3.3% | +47.8% | +50.1% |
| YTD | +1.7% | +7.9% | -6.3% | -0.1% |
| 1Y | +10.1% | +21.2% | -11.2% | +5.7% |
| 3Y | -10.3% | +105.8% | -116.1% | -23.3% |
| 5Y | -21.4% | +43.7% | -65.2% | -28.7% |
| 10Y | +167.1% | +289.4% | -122.3% | +93.7% |
| All | +2,472.7% | +150.2% | +2,322.5% | +1,136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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