-40.4%
ACN vs ROP
-11.7%
-28.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -0.5% |
| 7D | -1.5% | -4.4% | +2.9% | +2.0% |
| 30D | +9.4% | +3.2% | +6.1% | +6.8% |
| 3M | +5.6% | +23.1% | -17.4% | -9.4% |
| 6M | -9.3% | +13.3% | -22.6% | -17.1% |
| YTD | -29.0% | -7.9% | -21.1% | -25.1% |
| 1Y | -24.7% | -22.1% | -2.6% | -10.6% |
| 3Y | -39.8% | -16.8% | -23.0% | -33.4% |
| All | -40.4% | -11.7% | -28.7% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 5y: compounded portfolio wealth divided by compounded ROP 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…
5y analysis · Full analysis span regression · 6 months rolling