-25.3%
ACN vs XYZ
+4.3%
-29.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -7.9% | -5.2% | -2.7% | -6.3% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | +5.6% | +18.7% | -13.1% | -0.4% |
| 6M | -9.9% | +20.5% | -30.5% | -15.5% |
| YTD | -32.3% | +21.5% | -53.8% | -37.5% |
| 1Y | -25.3% | +7.2% | -32.5% | -27.6% |
| All | -25.3% | +4.3% | -29.6% | -27.6% |
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