+1,450.9%
ACN vs SNY
+241.5%
+1,209.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -7.9% | -3.6% | -4.2% | -6.6% |
| 30D | -1.1% | -1.9% | +0.9% | -0.3% |
| 3M | +5.6% | -2.0% | +7.6% | +6.6% |
| 6M | -9.9% | +2.5% | -12.5% | -10.8% |
| YTD | -32.3% | -7.0% | -25.4% | -30.6% |
| 1Y | -25.3% | -4.4% | -20.9% | -24.4% |
| 3Y | -42.3% | -8.4% | -33.9% | -42.6% |
| 5Y | -43.5% | +9.5% | -53.0% | -48.5% |
| 10Y | +90.8% | +64.3% | +26.5% | +45.0% |
| All | +1,450.9% | +241.5% | +1,209.4% | +663.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling