-39.9%
ACN vs RGEN
+0.8%
-40.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 7D | -1.5% | -4.9% | +3.4% | -0.7% |
| 30D | +9.4% | +5.7% | +3.7% | +8.2% |
| 3M | +5.6% | +32.4% | -26.8% | +0.2% |
| 6M | -9.3% | +33.2% | -42.4% | -14.3% |
| YTD | -29.0% | +2.3% | -31.3% | -30.1% |
| 1Y | -24.7% | +39.0% | -63.7% | -29.7% |
| All | -39.9% | +0.8% | -40.7% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling