+2,427.5%
ACN vs TAP
+172.3%
+2,255.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.4% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +33.5% | +9.1% | +24.4% | +30.0% |
| 3M | +53.5% | -3.8% | +57.3% | +55.4% |
| 6M | +52.2% | -3.4% | +55.7% | +54.1% |
| YTD | -0.1% | -10.6% | +10.5% | +3.0% |
| 1Y | +11.0% | -4.4% | +15.5% | +12.1% |
| 3Y | -11.8% | -24.4% | +12.6% | -6.0% |
| 5Y | -22.8% | +2.1% | -24.9% | -26.4% |
| 10Y | +162.4% | -48.7% | +211.2% | +191.3% |
| All | +2,427.5% | +172.3% | +2,255.2% | +1,606.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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