+1,697.2%
ACN vs SO
+1,050.1%
+647.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | -1.5% | -0.2% | -1.4% | -1.4% |
| 30D | +9.4% | -4.6% | +13.9% | +11.4% |
| 3M | +5.6% | -3.0% | +8.7% | +6.9% |
| 6M | -9.3% | -8.3% | -1.0% | -6.4% |
| YTD | -29.0% | +3.5% | -32.5% | -30.6% |
| 1Y | -24.7% | -0.9% | -23.7% | -25.2% |
| 3Y | -39.8% | +45.4% | -85.2% | -50.3% |
| 5Y | -40.9% | +59.6% | -100.5% | -53.6% |
| 10Y | +91.1% | +156.6% | -65.5% | +18.9% |
| All | +1,697.2% | +1,050.1% | +647.2% | +538.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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