-41.9%
ACN vs SMR
+88.2%
-130.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +15.3% | -19.4% | -4.3% |
| 7D | -4.8% | +21.4% | -26.2% | -5.1% |
| 30D | +1.9% | +13.8% | -12.0% | +1.7% |
| 3M | +3.9% | +3.9% | 0.0% | +3.7% |
| 6M | -15.0% | -4.2% | -10.8% | -15.2% |
| YTD | -31.9% | -21.1% | -10.8% | -31.8% |
| 1Y | -28.5% | -67.1% | +38.6% | -27.0% |
| 3Y | -41.9% | +88.9% | -130.8% | -46.3% |
| All | -41.9% | +88.2% | -130.1% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling