-39.9%
ACN vs ROL
+7.0%
-46.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -1.5% | -1.4% | -0.1% | -1.2% |
| 30D | +9.4% | -4.1% | +13.5% | +10.5% |
| 3M | +5.6% | -22.5% | +28.2% | +13.0% |
| 6M | -9.3% | -37.7% | +28.4% | +2.3% |
| YTD | -29.0% | -39.6% | +10.6% | -19.3% |
| 1Y | -24.7% | -36.0% | +11.4% | -15.7% |
| All | -39.9% | +7.0% | -46.9% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling