+1,697.2%
ACN vs STRL
+37,322.3%
-35,625.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.8% | -9.1% | -3.8% |
| 7D | -1.5% | +3.4% | -4.9% | -1.8% |
| 30D | +9.4% | -9.2% | +18.6% | +10.0% |
| 3M | +5.6% | -51.0% | +56.7% | +10.6% |
| 6M | -9.3% | +15.8% | -25.0% | -13.9% |
| YTD | -29.0% | +58.9% | -87.8% | -35.0% |
| 1Y | -24.7% | +68.5% | -93.2% | -32.0% |
| 3Y | -39.8% | +485.2% | -525.0% | -53.6% |
| 5Y | -40.9% | +2,005.1% | -2,046.0% | -60.5% |
| 10Y | +91.1% | +7,118.0% | -7,026.8% | +9.5% |
| All | +1,697.2% | +37,322.3% | -35,625.1% | +937.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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