+2,361.1%
ACN vs STM
+171.9%
+2,189.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.8% |
| 7D | -4.0% | +1.4% | -5.5% | -4.8% |
| 30D | +19.0% | -8.4% | +27.4% | +20.2% |
| 3M | +42.2% | -15.8% | +58.0% | +45.3% |
| 6M | +50.1% | -22.8% | +73.0% | +49.2% |
| YTD | -2.7% | +79.4% | -82.1% | -26.3% |
| 1Y | +7.6% | +97.0% | -89.4% | -20.8% |
| 3Y | -15.9% | +14.2% | -30.1% | -31.3% |
| 5Y | -24.4% | -4.5% | -19.9% | -36.5% |
| 10Y | +151.4% | +463.1% | -311.7% | +12.4% |
| All | +2,361.1% | +171.9% | +2,189.3% | +853.4% |
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