+861.8%
ACN vs SW
+730.4%
+131.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +7.3% | +4.7% | +2.6% | +7.0% |
| 30D | +38.2% | +5.0% | +33.2% | +37.9% |
| 3M | +56.6% | -7.3% | +63.9% | +57.1% |
| 6M | +51.1% | +15.0% | +36.1% | +49.9% |
| YTD | +1.7% | +18.5% | -16.8% | +0.6% |
| 1Y | +10.1% | +27.1% | -17.1% | +8.6% |
| 3Y | -10.3% | +49.3% | -59.6% | -12.2% |
| 5Y | -21.4% | -1.6% | -19.8% | -22.9% |
| 10Y | +167.1% | +185.4% | -18.2% | +156.2% |
| All | +861.8% | +730.4% | +131.4% | +848.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling