-41.9%
ACN vs SPYM
+79.1%
-121.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -3.8% |
| 7D | -4.8% | +0.6% | -5.4% | -5.1% |
| 30D | +1.9% | -0.9% | +2.8% | +2.6% |
| 3M | +3.9% | +3.9% | 0.0% | +0.9% |
| 6M | -15.0% | +14.5% | -29.6% | -23.6% |
| YTD | -31.9% | +13.0% | -44.9% | -38.0% |
| 1Y | -28.5% | +19.4% | -47.9% | -37.7% |
| 3Y | -41.9% | +78.9% | -120.8% | -64.8% |
| All | -41.9% | +79.1% | -121.0% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling