+7.0%
ACN vs ROL
-32.4%
+39.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.4% | -3.3% |
| 7D | -2.5% | +7.5% | -10.0% | -5.7% |
| 30D | +22.6% | +21.1% | +1.5% | +12.4% |
| 3M | +45.9% | +3.1% | +42.8% | +40.8% |
| 6M | +43.8% | -27.4% | +71.3% | +53.6% |
| YTD | -2.5% | -34.7% | +32.3% | +8.2% |
| All | +7.0% | -32.4% | +39.4% | +18.8% |
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