-11.3%
ACN vs SMR
-48.0%
+36.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -4.0% | +1.9% | -6.0% | -4.1% |
| 30D | +19.0% | -21.9% | +40.9% | +19.4% |
| 3M | +42.2% | -47.1% | +89.3% | +43.6% |
| 6M | +50.1% | -60.6% | +110.8% | +52.6% |
| YTD | -2.7% | -63.1% | +60.4% | -1.5% |
| 1Y | +7.6% | -80.4% | +88.0% | +11.2% |
| 3Y | -15.9% | +150.2% | -166.1% | -28.2% |
| All | -11.3% | -48.0% | +36.7% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling