+858.6%
ACN vs SW
+743.1%
+115.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +3.6% |
| 7D | +8.6% | +12.1% | -3.5% | +8.0% |
| 30D | +36.6% | +6.6% | +30.0% | +36.1% |
| 3M | +56.3% | -6.0% | +62.3% | +56.7% |
| 6M | +49.7% | +21.5% | +28.2% | +48.1% |
| YTD | +1.3% | +20.3% | -19.0% | +0.2% |
| 1Y | +11.9% | +28.1% | -16.2% | +10.4% |
| 3Y | -10.6% | +51.6% | -62.2% | -12.6% |
| 5Y | -21.3% | -0.1% | -21.2% | -22.8% |
| 10Y | +166.2% | +189.7% | -23.5% | +155.2% |
| All | +858.6% | +743.1% | +115.5% | +844.7% |
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