-23.1%
ACN vs SPYM
+18.2%
-41.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.5% | +3.1% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | +2.1% | -1.1% | +3.2% | +2.4% |
| 3M | +11.1% | +3.9% | +7.2% | +10.0% |
| 6M | -6.8% | +13.6% | -20.5% | -12.8% |
| YTD | -30.0% | +12.7% | -42.8% | -33.6% |
| 1Y | -23.1% | +17.6% | -40.7% | -30.3% |
| All | -23.1% | +18.2% | -41.3% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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