+1,271.0%
ACN vs SPYM
+812.4%
+458.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -3.8% | +2.6% | -6.4% | -6.0% |
| 30D | +16.5% | -2.0% | +18.5% | +18.0% |
| 3M | +41.5% | -2.8% | +44.3% | +44.2% |
| 6M | +60.1% | +2.2% | +57.9% | +55.1% |
| YTD | -3.9% | +11.5% | -15.5% | -14.1% |
| 1Y | +4.1% | +13.5% | -9.4% | -8.4% |
| 3Y | -15.9% | +78.0% | -93.9% | -50.9% |
| 5Y | -26.3% | +73.1% | -99.5% | -55.4% |
| 10Y | +148.2% | +310.9% | -162.6% | -25.0% |
| All | +1,271.0% | +812.4% | +458.7% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling