+2,368.0%
ACN vs STM
+161.8%
+2,206.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.8% | -9.1% | -4.1% |
| 7D | -2.5% | -5.6% | +3.1% | -1.6% |
| 30D | +22.6% | -14.4% | +37.1% | +26.1% |
| 3M | +45.9% | -20.5% | +66.4% | +51.4% |
| 6M | +43.8% | -24.5% | +68.3% | +43.7% |
| YTD | -2.5% | +72.7% | -75.2% | -25.3% |
| 1Y | +6.5% | +91.0% | -84.5% | -21.0% |
| 3Y | -14.2% | +13.5% | -27.7% | -29.9% |
| 5Y | -24.4% | -9.2% | -15.2% | -35.7% |
| 10Y | +156.3% | +422.5% | -266.2% | +17.0% |
| All | +2,368.0% | +161.8% | +2,206.3% | +865.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling