+1,697.2%
ACN vs RF
+167.9%
+1,529.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -1.5% | +1.3% | -2.8% | -1.8% |
| 30D | +9.4% | -3.6% | +13.0% | +10.1% |
| 3M | +5.6% | +8.1% | -2.4% | +4.0% |
| 6M | -9.3% | +11.5% | -20.7% | -11.4% |
| YTD | -29.0% | +15.6% | -44.5% | -31.2% |
| 1Y | -24.7% | +15.7% | -40.3% | -27.0% |
| 3Y | -39.8% | +86.9% | -126.7% | -47.7% |
| 5Y | -40.9% | +89.8% | -130.7% | -49.3% |
| 10Y | +91.1% | +344.7% | -253.6% | +35.1% |
| All | +1,697.2% | +167.9% | +1,529.3% | +751.5% |
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