-15.9%
ACN vs Z
-18.1%
+2.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.6% |
| 7D | -3.8% | +0.8% | -4.7% | -4.2% |
| 30D | +16.5% | +5.2% | +11.3% | +14.7% |
| 3M | +41.5% | -17.0% | +58.5% | +46.2% |
| 6M | +60.1% | -22.7% | +82.7% | +66.5% |
| YTD | -3.9% | -56.3% | +52.4% | +8.6% |
| 1Y | +4.1% | -57.7% | +61.7% | +18.0% |
| 3Y | -15.9% | -16.5% | +0.7% | -7.2% |
| All | -15.9% | -18.1% | +2.3% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling