-3.0%
ACN vs S
-52.7%
+49.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.0% |
| 7D | +0.9% | -13.4% | +14.3% | +3.3% |
| 30D | +33.5% | -14.0% | +47.5% | +36.4% |
| 3M | +53.5% | +4.9% | +48.6% | +50.7% |
| 6M | +52.2% | +42.0% | +10.2% | +41.4% |
| YTD | -0.1% | +45.1% | -45.2% | -7.8% |
| 1Y | +11.0% | +33.1% | -22.0% | +3.6% |
| 3Y | -11.8% | +40.6% | -52.4% | -20.5% |
| 5Y | -22.8% | -67.5% | +44.7% | -23.8% |
| All | -3.0% | -52.7% | +49.7% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling