+2,427.5%
ACN vs ROL
+4,608.5%
-2,181.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.0% |
| 7D | +0.9% | +9.5% | -8.6% | -2.6% |
| 30D | +33.5% | +22.9% | +10.6% | +23.6% |
| 3M | +53.5% | +3.5% | +49.9% | +51.4% |
| 6M | +52.2% | -29.4% | +81.6% | +72.5% |
| YTD | -0.1% | -36.1% | +35.9% | +17.0% |
| 1Y | +11.0% | -34.4% | +45.4% | +28.7% |
| 3Y | -11.8% | +4.0% | -15.8% | -15.2% |
| 5Y | -22.8% | +13.2% | -36.0% | -29.5% |
| 10Y | +162.4% | +219.7% | -57.2% | +58.3% |
| All | +2,427.5% | +4,608.5% | -2,181.0% | +329.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling