-24.7%
ACN vs STM
+107.3%
-131.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.0% |
| 7D | -1.5% | +5.8% | -7.3% | -0.7% |
| 30D | +9.4% | -1.0% | +10.4% | +9.3% |
| 3M | +5.6% | -33.3% | +38.9% | +2.5% |
| 6M | -9.3% | +57.4% | -66.6% | -16.8% |
| YTD | -29.0% | +102.2% | -131.2% | -38.8% |
| 1Y | -24.7% | +99.6% | -124.3% | -36.6% |
| All | -24.7% | +107.3% | -131.9% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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