-41.9%
ACN vs STM
+20.8%
-62.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | -4.8% | +5.2% | -10.0% | -5.0% |
| 30D | +1.9% | -7.4% | +9.2% | +2.1% |
| 3M | +3.9% | -30.6% | +34.5% | +5.2% |
| 6M | -15.0% | +66.4% | -81.4% | -25.4% |
| YTD | -31.9% | +101.1% | -133.0% | -42.6% |
| 1Y | -28.5% | +97.4% | -125.9% | -39.9% |
| 3Y | -41.9% | +21.1% | -63.0% | -49.5% |
| All | -41.9% | +20.8% | -62.7% | -49.5% |
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