-28.8%
ACN vs RL
+9.8%
-38.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.5% |
| 7D | -6.3% | -0.3% | -6.1% | -6.3% |
| 30D | -1.4% | -17.5% | +16.1% | +0.1% |
| 3M | +2.6% | -14.0% | +16.6% | +3.6% |
| 6M | -14.3% | -2.0% | -12.3% | -15.3% |
| YTD | -33.1% | -4.6% | -28.5% | -33.2% |
| 1Y | -28.8% | +9.5% | -38.3% | -32.4% |
| All | -28.8% | +9.8% | -38.6% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling