+11.9%
ACN vs XYZ
+19.9%
-7.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +15.3% | -11.5% | -0.7% |
| 7D | +8.6% | +16.5% | -7.9% | +3.6% |
| 30D | +36.6% | +15.0% | +21.6% | +30.7% |
| 3M | +56.3% | +3.5% | +52.8% | +54.0% |
| 6M | +49.7% | +21.9% | +27.8% | +40.4% |
| YTD | +1.3% | +34.6% | -33.3% | -9.7% |
| 1Y | +11.9% | +20.7% | -8.8% | +0.3% |
| All | +11.9% | +19.9% | -7.9% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling