+2,361.1%
ACN vs RIG
-83.4%
+2,444.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.2% |
| 7D | -4.0% | -2.6% | -1.4% | -3.7% |
| 30D | +19.0% | -5.2% | +24.2% | +19.5% |
| 3M | +42.2% | -8.6% | +50.8% | +43.1% |
| 6M | +50.1% | -18.9% | +69.1% | +53.0% |
| YTD | -2.7% | +28.6% | -31.3% | -7.4% |
| 1Y | +7.6% | +25.5% | -17.9% | +2.6% |
| 3Y | -15.9% | -20.2% | +4.3% | -18.2% |
| 5Y | -24.4% | +53.9% | -78.3% | -36.7% |
| 10Y | +151.4% | -48.8% | +200.2% | +91.7% |
| All | +2,361.1% | -83.4% | +2,444.5% | +1,614.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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