+101.1%
ACN vs SPOT
+265.4%
-164.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +1.6% | +1.0% | +0.5% | +1.3% |
| 30D | +24.6% | +14.6% | +10.1% | +21.0% |
| 3M | +46.2% | +18.4% | +27.7% | +40.9% |
| 6M | +46.2% | +45.1% | +1.1% | +34.5% |
| YTD | -0.9% | +4.4% | -5.3% | -3.1% |
| 1Y | +8.8% | -2.7% | +11.4% | +7.7% |
| 3Y | -14.3% | +254.6% | -268.8% | -38.0% |
| 5Y | -22.6% | +124.8% | -147.4% | -42.5% |
| All | +101.1% | +265.4% | -164.3% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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