+2,464.1%
ACN vs USB
+503.5%
+1,960.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.2% |
| 7D | +8.6% | +2.4% | +6.2% | +7.7% |
| 30D | +36.6% | +6.6% | +30.0% | +33.7% |
| 3M | +56.3% | -4.1% | +60.4% | +58.4% |
| 6M | +49.7% | +12.5% | +37.2% | +43.6% |
| YTD | +1.3% | +17.6% | -16.3% | -4.4% |
| 1Y | +11.9% | +36.5% | -24.6% | +0.5% |
| 3Y | -10.6% | +95.4% | -106.0% | -30.0% |
| 5Y | -21.3% | +26.1% | -47.5% | -30.3% |
| 10Y | +166.2% | +101.3% | +65.0% | +94.8% |
| All | +2,464.1% | +503.5% | +1,960.6% | +1,029.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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