-28.5%
ACN vs S
+4.5%
-33.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -3.4% |
| 7D | -4.8% | -5.8% | +1.0% | -3.0% |
| 30D | +1.9% | -9.2% | +11.1% | +4.3% |
| 3M | +3.9% | +23.4% | -19.5% | -5.5% |
| 6M | -15.0% | +36.9% | -51.9% | -26.9% |
| YTD | -31.9% | +29.5% | -61.4% | -40.8% |
| 1Y | -28.5% | +5.4% | -33.9% | -34.7% |
| All | -28.5% | +4.5% | -33.0% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling