+4.1%
ACN vs SMR
-81.8%
+85.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | 0.0% |
| 7D | -3.8% | -8.3% | +4.4% | -4.4% |
| 30D | +16.5% | -20.1% | +36.6% | +15.2% |
| 3M | +41.5% | -52.7% | +94.2% | +35.7% |
| 6M | +60.1% | -61.0% | +121.1% | +55.5% |
| YTD | -3.9% | -67.1% | +63.2% | -4.7% |
| 1Y | +4.1% | -79.9% | +84.0% | +1.5% |
| All | +4.1% | -81.8% | +85.9% | +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