+2,368.0%
ACN vs ROP
+2,752.3%
-384.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -1.8% |
| 7D | -2.5% | -1.6% | -0.9% | -1.6% |
| 30D | +22.6% | +29.5% | -6.9% | +7.0% |
| 3M | +45.9% | +17.5% | +28.4% | +34.5% |
| 6M | +43.8% | +38.1% | +5.8% | +22.6% |
| YTD | -2.5% | +7.0% | -9.4% | -5.3% |
| 1Y | +6.5% | +6.5% | 0.0% | +3.5% |
| 3Y | -14.2% | -5.5% | -8.7% | -11.8% |
| 5Y | -24.4% | -0.4% | -24.0% | -24.3% |
| 10Y | +156.3% | +183.6% | -27.3% | +55.2% |
| All | +2,368.0% | +2,752.3% | -384.3% | +384.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling