-15.9%
ACN vs SPYM
+78.4%
-94.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.8% | +2.6% | -6.4% | -5.3% |
| 30D | +16.5% | -2.0% | +18.5% | +17.6% |
| 3M | +41.5% | -2.8% | +44.3% | +43.4% |
| 6M | +60.1% | +2.2% | +57.9% | +56.5% |
| YTD | -3.9% | +11.5% | -15.5% | -12.1% |
| 1Y | +4.1% | +13.5% | -9.4% | -6.1% |
| 3Y | -15.9% | +78.0% | -93.9% | -47.7% |
| All | -15.9% | +78.4% | -94.3% | -47.7% |
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