+4.3%
ACN vs SMR
-82.2%
+86.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.4% | -2.0% |
| 7D | -5.7% | +10.3% | -16.0% | -4.9% |
| 30D | +17.0% | -25.7% | +42.8% | +15.3% |
| 3M | +39.9% | -49.7% | +89.6% | +34.8% |
| 6M | +50.2% | -59.8% | +110.0% | +46.3% |
| YTD | -4.2% | -66.0% | +61.8% | -4.9% |
| 1Y | +4.3% | -81.4% | +85.7% | +1.5% |
| All | +4.3% | -82.2% | +86.5% | +1.5% |
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