+1,697.2%
ACN vs SPY
+890.0%
+807.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +9.4% | +0.1% | +9.3% | +9.4% |
| 3M | +5.6% | +2.0% | +3.7% | +3.0% |
| 6M | -9.3% | +13.0% | -22.3% | -20.0% |
| YTD | -29.0% | +13.5% | -42.5% | -37.6% |
| 1Y | -24.7% | +20.0% | -44.6% | -37.2% |
| 3Y | -39.8% | +77.2% | -117.0% | -65.7% |
| 5Y | -40.9% | +81.9% | -122.8% | -66.7% |
| 10Y | +91.1% | +314.1% | -222.9% | -48.3% |
| All | +1,697.2% | +890.0% | +807.2% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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