+2,464.1%
ACN vs RF
+155.7%
+2,308.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.5% |
| 7D | +8.6% | +2.3% | +6.3% | +8.1% |
| 30D | +36.6% | +7.2% | +29.3% | +34.7% |
| 3M | +56.3% | -8.2% | +64.5% | +59.0% |
| 6M | +49.7% | +7.0% | +42.6% | +47.6% |
| YTD | +1.3% | +10.3% | -9.0% | -0.8% |
| 1Y | +11.9% | +25.1% | -13.1% | +6.8% |
| 3Y | -10.6% | +110.3% | -120.9% | -23.9% |
| 5Y | -21.3% | +47.1% | -68.4% | -28.9% |
| 10Y | +166.2% | +297.9% | -131.7% | +92.3% |
| All | +2,464.1% | +155.7% | +2,308.4% | +1,126.6% |
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