+1,697.2%
ACN vs STM
+206.5%
+1,490.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.8% |
| 7D | -1.5% | +5.8% | -7.3% | -3.0% |
| 30D | +9.4% | -1.0% | +10.4% | +9.3% |
| 3M | +5.6% | -33.3% | +38.9% | +13.5% |
| 6M | -9.3% | +57.4% | -66.6% | -26.1% |
| YTD | -29.0% | +102.2% | -131.2% | -46.7% |
| 1Y | -24.7% | +99.6% | -124.3% | -43.7% |
| 3Y | -39.8% | +14.5% | -54.3% | -49.7% |
| 5Y | -40.9% | +21.4% | -62.3% | -52.8% |
| 10Y | +91.1% | +695.0% | -603.8% | -21.4% |
| All | +1,697.2% | +206.5% | +1,490.7% | +588.7% |
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