-12.4%
ACN vs SMR
-53.6%
+41.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | -3.8% | -8.3% | +4.4% | -3.7% |
| 30D | +16.5% | -20.1% | +36.6% | +16.9% |
| 3M | +41.5% | -52.7% | +94.2% | +43.1% |
| 6M | +60.1% | -61.0% | +121.1% | +62.4% |
| YTD | -3.9% | -67.1% | +63.2% | -2.5% |
| 1Y | +4.1% | -79.9% | +84.0% | +7.2% |
| 3Y | -15.9% | +101.7% | -117.6% | -27.5% |
| All | -12.4% | -53.6% | +41.2% | -17.6% |
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