+2,368.0%
ACN vs SM
+267.4%
+2,100.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.4% | -2.0% |
| 7D | -2.5% | -22.3% | +19.8% | +0.1% |
| 30D | +22.6% | -21.4% | +44.0% | +25.7% |
| 3M | +45.9% | +1.4% | +44.6% | +44.9% |
| 6M | +43.8% | +0.1% | +43.7% | +42.5% |
| YTD | -2.5% | +59.0% | -61.4% | -8.9% |
| 1Y | +6.5% | +64.3% | -57.9% | -1.0% |
| 3Y | -14.2% | -13.1% | -1.0% | -16.2% |
| 5Y | -24.4% | -13.9% | -10.6% | -28.5% |
| 10Y | +156.3% | +1.7% | +154.6% | +81.4% |
| All | +2,368.0% | +267.4% | +2,100.7% | +755.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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