+11.9%
ACN vs SMR
-87.0%
+98.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.5% | +8.3% | +3.5% |
| 7D | +8.6% | -9.5% | +18.1% | +7.9% |
| 30D | +36.6% | -33.2% | +69.8% | +33.8% |
| 3M | +56.3% | -45.9% | +102.2% | +51.7% |
| 6M | +49.7% | -57.9% | +107.6% | +46.5% |
| YTD | +1.3% | -63.8% | +65.1% | +0.5% |
| 1Y | +11.9% | -85.6% | +97.5% | +15.1% |
| All | +11.9% | -87.0% | +98.9% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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