-42.9%
ACN vs RVTY
-32.1%
-10.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.3% |
| 7D | -4.8% | +0.4% | -5.2% | -4.9% |
| 30D | +1.9% | +10.8% | -8.9% | -1.7% |
| 3M | +3.9% | +26.8% | -22.9% | -4.9% |
| 6M | -15.0% | +39.3% | -54.3% | -25.3% |
| YTD | -31.9% | +31.6% | -63.5% | -38.8% |
| 1Y | -28.5% | +47.7% | -76.2% | -38.7% |
| 3Y | -41.9% | +19.9% | -61.8% | -48.2% |
| 5Y | -42.9% | -32.3% | -10.5% | -34.3% |
| All | -42.9% | -32.1% | -10.7% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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