+11.9%
ACN vs STM
+92.4%
-80.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.1% | +9.9% | +2.3% |
| 7D | +8.6% | -6.0% | +14.6% | +7.1% |
| 30D | +36.6% | -20.9% | +57.5% | +30.6% |
| 3M | +56.3% | -15.8% | +72.1% | +52.2% |
| 6M | +49.7% | -17.0% | +66.7% | +41.8% |
| YTD | +1.3% | +76.8% | -75.5% | -16.5% |
| 1Y | +11.9% | +96.5% | -84.6% | -13.0% |
| All | +11.9% | +92.4% | -80.5% | -13.0% |
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