-16.0%
ACN vs STM
+15.7%
-31.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -5.7% | +16.3% | -22.0% | -5.4% |
| 30D | +17.0% | -6.3% | +23.3% | +17.1% |
| 3M | +39.9% | -14.1% | +54.0% | +39.9% |
| 6M | +50.2% | -19.6% | +69.8% | +46.5% |
| YTD | -4.2% | +80.1% | -84.3% | -18.9% |
| 1Y | +4.3% | +95.4% | -91.1% | -13.1% |
| All | -16.0% | +15.7% | -31.7% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling