-43.0%
ACN vs SPMO
+159.2%
-202.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -6.3% | +2.7% | -9.0% | -6.6% |
| 30D | -1.4% | +1.1% | -2.5% | -1.5% |
| 3M | +2.6% | +2.0% | +0.5% | +0.6% |
| 6M | -14.3% | +26.5% | -40.8% | -23.9% |
| YTD | -33.1% | +26.5% | -59.6% | -40.6% |
| 1Y | -28.8% | +27.9% | -56.7% | -37.3% |
| All | -43.0% | +159.2% | -202.2% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling