+345.3%
ACN vs SFM
+40.3%
+305.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.1% | -1.1% |
| 7D | +0.9% | -1.2% | +2.1% | +0.9% |
| 30D | +33.5% | -24.8% | +58.3% | +37.7% |
| 3M | +53.5% | -43.7% | +97.2% | +64.0% |
| 6M | +52.2% | -37.3% | +89.5% | +59.7% |
| YTD | -0.1% | -38.4% | +38.3% | +4.7% |
| 1Y | +11.0% | -36.9% | +48.0% | +16.0% |
| 3Y | -11.8% | +20.7% | -32.5% | -17.1% |
| 5Y | -22.8% | +103.5% | -126.3% | -33.3% |
| 10Y | +162.4% | +139.7% | +22.7% | +114.1% |
| All | +345.3% | +40.3% | +305.0% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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