-14.3%
ACN vs TRMB
+32.5%
-46.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +1.6% | -16.6% | +18.1% | +8.2% |
| 30D | +24.6% | -8.9% | +33.5% | +27.3% |
| 3M | +46.2% | -6.3% | +52.5% | +47.2% |
| 6M | +46.2% | -10.0% | +56.1% | +49.4% |
| YTD | -0.9% | -30.1% | +29.2% | +11.4% |
| 1Y | +8.8% | -31.3% | +40.1% | +22.6% |
| 3Y | -14.3% | +30.8% | -45.1% | -21.3% |
| All | -14.3% | +32.5% | -46.8% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 3y: compounded portfolio wealth divided by compounded TRMB 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…
3y analysis · Full analysis span regression · 6 months rolling