-41.1%
ACN vs SNY
+9.4%
-50.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.3% |
| 7D | -1.5% | -3.3% | +1.8% | -0.6% |
| 30D | +2.1% | -2.2% | +4.2% | +2.7% |
| 3M | +11.1% | -3.0% | +14.1% | +12.1% |
| 6M | -6.8% | +2.7% | -9.6% | -7.3% |
| YTD | -30.0% | -6.8% | -23.2% | -28.9% |
| 1Y | -23.1% | -5.3% | -17.9% | -22.3% |
| 3Y | -40.4% | -9.8% | -30.6% | -39.8% |
| All | -41.1% | +9.4% | -50.6% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling