-28.5%
ACN vs Z
-63.3%
+34.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.3% | -1.7% |
| 7D | -4.8% | -3.3% | -1.6% | -3.6% |
| 30D | +1.9% | -3.7% | +5.6% | +3.2% |
| 3M | +3.9% | -7.0% | +10.9% | +5.7% |
| 6M | -15.0% | -29.5% | +14.5% | -6.4% |
| YTD | -31.9% | -52.6% | +20.7% | -15.4% |
| 1Y | -28.5% | -64.0% | +35.5% | -5.9% |
| All | -28.5% | -63.3% | +34.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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