+2,408.2%
ACN vs ROP
+2,769.4%
-361.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +24.6% | +30.3% | -5.7% | +8.4% |
| 3M | +46.2% | +17.8% | +28.4% | +34.6% |
| 6M | +46.2% | +38.9% | +7.3% | +24.2% |
| YTD | -0.9% | +7.6% | -8.5% | -4.1% |
| 1Y | +8.8% | +6.5% | +2.3% | +5.7% |
| 3Y | -14.3% | -6.3% | -8.0% | -11.5% |
| 5Y | -22.6% | +0.9% | -23.5% | -23.0% |
| 10Y | +153.7% | +180.7% | -27.0% | +54.3% |
| All | +2,408.2% | +2,769.4% | -361.2% | +390.5% |
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