+180.7%
ACN vs XYZ
+634.5%
-453.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -0.6% |
| 7D | -5.7% | -2.1% | -3.6% | -5.4% |
| 30D | +17.0% | +7.0% | +10.0% | +15.1% |
| 3M | +39.9% | +5.1% | +34.8% | +37.9% |
| 6M | +50.2% | +14.1% | +36.1% | +45.2% |
| YTD | -4.2% | +26.4% | -30.5% | -9.7% |
| 1Y | +4.3% | +25.1% | -20.8% | -1.8% |
| 3Y | -17.1% | +59.7% | -76.8% | -29.0% |
| 5Y | -26.5% | -63.8% | +37.3% | -22.3% |
| 10Y | +147.7% | +592.4% | -444.7% | +59.7% |
| All | +180.7% | +634.5% | -453.7% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling