+1,697.2%
ACN vs TRMB
+1,959.0%
-261.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -1.5% | -2.5% | +1.0% | -0.8% |
| 30D | +9.4% | +1.5% | +7.8% | +8.9% |
| 3M | +5.6% | +6.8% | -1.1% | +3.8% |
| 6M | -9.3% | -14.9% | +5.7% | -4.6% |
| YTD | -29.0% | -24.1% | -4.9% | -22.7% |
| 1Y | -24.7% | -25.4% | +0.7% | -17.8% |
| 3Y | -39.8% | +8.0% | -47.8% | -42.2% |
| 5Y | -40.9% | -37.3% | -3.6% | -34.4% |
| 10Y | +91.1% | +116.8% | -25.7% | +47.9% |
| All | +1,697.2% | +1,959.0% | -261.7% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling