+2,408.2%
ACN vs RGEN
+6,249.6%
-3,841.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +1.9% |
| 7D | +1.6% | -2.4% | +4.0% | +1.8% |
| 30D | +24.6% | +0.1% | +24.6% | +24.5% |
| 3M | +46.2% | +6.6% | +39.6% | +44.5% |
| 6M | +46.2% | +40.9% | +5.2% | +40.0% |
| YTD | -0.9% | +6.2% | -7.1% | -2.4% |
| 1Y | +8.8% | +19.4% | -10.7% | +5.7% |
| 3Y | -14.3% | +17.9% | -32.2% | -18.2% |
| 5Y | -22.6% | -34.0% | +11.4% | -23.6% |
| 10Y | +153.7% | +453.9% | -300.2% | +109.3% |
| All | +2,408.2% | +6,249.6% | -3,841.4% | +1,526.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling