-25.6%
ACN vs SPMO
+24.0%
-49.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +0.2% |
| 7D | -7.9% | +0.1% | -8.0% | -7.8% |
| 30D | -1.1% | -0.7% | -0.4% | -1.3% |
| 3M | +5.6% | +2.8% | +2.8% | +5.5% |
| 6M | -9.9% | +24.4% | -34.4% | -11.5% |
| YTD | -32.3% | +24.2% | -56.5% | -33.5% |
| All | -25.6% | +24.0% | -49.6% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling