+108.0%
ACN vs XYZ
+638.9%
-530.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -1.5% | -1.0% | -0.6% | -1.4% |
| 30D | +9.4% | -1.7% | +11.1% | +9.6% |
| 3M | +5.6% | +16.7% | -11.1% | +1.9% |
| 6M | -9.3% | +26.9% | -36.1% | -14.0% |
| YTD | -29.0% | +27.1% | -56.1% | -33.0% |
| 1Y | -24.7% | +9.3% | -33.9% | -27.0% |
| 3Y | -39.8% | +42.3% | -82.1% | -47.3% |
| 5Y | -40.9% | -69.3% | +28.4% | -35.5% |
| 10Y | +91.1% | +586.8% | -495.7% | +23.4% |
| All | +108.0% | +638.9% | -530.9% | +31.5% |
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