+11.9%
ACN vs ROL
-34.1%
+46.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.1% | +2.6% |
| 7D | +8.6% | +14.6% | -6.0% | +1.8% |
| 30D | +36.6% | +29.3% | +7.3% | +21.9% |
| 3M | +56.3% | +2.0% | +54.3% | +51.5% |
| 6M | +49.7% | -28.5% | +78.2% | +61.4% |
| YTD | +1.3% | -35.3% | +36.7% | +13.0% |
| 1Y | +11.9% | -34.7% | +46.6% | +23.8% |
| All | +11.9% | -34.1% | +46.1% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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