-34.0%
ACN vs RGTI
+53.9%
-87.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.7% |
| 7D | -6.3% | +2.5% | -8.8% | -6.4% |
| 30D | -1.4% | -13.7% | +12.3% | -1.0% |
| 3M | +2.6% | -22.6% | +25.2% | +3.0% |
| 6M | -14.3% | -13.4% | -0.9% | -14.7% |
| YTD | -33.1% | -31.2% | -1.9% | -33.1% |
| 1Y | -28.8% | -7.6% | -21.2% | -30.0% |
| 3Y | -43.0% | +669.7% | -712.6% | -52.5% |
| 5Y | -44.0% | +57.0% | -101.0% | -51.9% |
| All | -34.0% | +53.9% | -87.9% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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