-40.6%
ACN vs STM
+20.8%
-61.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.6% |
| 7D | -1.5% | +5.8% | -7.3% | -2.4% |
| 30D | +9.4% | -1.0% | +10.4% | +9.3% |
| 3M | +5.6% | -33.3% | +38.9% | +10.9% |
| 6M | -9.3% | +57.4% | -66.6% | -25.0% |
| YTD | -29.0% | +102.2% | -131.2% | -45.8% |
| 1Y | -24.7% | +99.6% | -124.3% | -42.8% |
| 3Y | -39.8% | +14.5% | -54.3% | -47.6% |
| All | -40.6% | +20.8% | -61.4% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling