-25.8%
ACN vs STM
-5.1%
-20.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -3.8% | +12.0% | -15.9% | -5.1% |
| 30D | +16.5% | -0.4% | +16.9% | +16.0% |
| 3M | +41.5% | -13.2% | +54.6% | +42.6% |
| 6M | +60.1% | -26.1% | +86.1% | +59.7% |
| YTD | -3.9% | +81.2% | -85.1% | -26.2% |
| 1Y | +4.1% | +98.3% | -94.2% | -22.2% |
| 3Y | -15.9% | +16.7% | -32.6% | -30.0% |
| All | -25.8% | -5.1% | -20.7% | -38.5% |
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 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