+1,697.2%
ACN vs RVTY
+424.9%
+1,272.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -1.5% | +1.1% | -2.6% | -1.9% |
| 30D | +9.4% | +13.2% | -3.8% | +5.0% |
| 3M | +5.6% | +27.2% | -21.6% | -3.0% |
| 6M | -9.3% | +32.4% | -41.7% | -18.3% |
| YTD | -29.0% | +34.9% | -63.8% | -36.4% |
| 1Y | -24.7% | +52.4% | -77.0% | -35.5% |
| 3Y | -39.8% | +12.3% | -52.1% | -44.9% |
| 5Y | -40.9% | -30.8% | -10.1% | -37.4% |
| 10Y | +91.1% | +150.7% | -59.6% | +32.4% |
| All | +1,697.2% | +424.9% | +1,272.3% | +806.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling