+11.0%
ACN vs SW
+26.7%
-15.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.6% |
| 7D | +0.9% | +2.3% | -1.4% | +0.6% |
| 30D | +33.5% | +6.8% | +26.8% | +32.4% |
| 3M | +53.5% | -5.2% | +58.7% | +54.3% |
| 6M | +52.2% | +7.4% | +44.8% | +51.2% |
| YTD | -0.1% | +17.4% | -17.5% | -2.6% |
| 1Y | +11.0% | +27.1% | -16.0% | +5.2% |
| All | +11.0% | +26.7% | -15.7% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling