+2,427.5%
ACN vs STRL
+19,347.7%
-16,920.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.2% | -2.0% |
| 7D | +0.9% | -26.9% | +27.8% | +2.8% |
| 30D | +33.5% | -52.7% | +86.2% | +40.4% |
| 3M | +53.5% | -52.8% | +106.3% | +60.7% |
| 6M | +52.2% | -71.5% | +123.7% | +63.7% |
| YTD | -0.1% | -17.4% | +17.3% | -4.8% |
| 1Y | +11.0% | -35.0% | +46.0% | +7.9% |
| 3Y | -11.8% | +239.2% | -251.0% | -29.9% |
| 5Y | -22.8% | +830.2% | -853.0% | -45.3% |
| 10Y | +162.4% | +3,574.7% | -3,412.3% | +57.1% |
| All | +2,427.5% | +19,347.7% | -16,920.2% | +1,419.4% |
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