+200.2%
ACN vs Z
+10.9%
+189.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.1% | -3.0% |
| 7D | -2.5% | -5.2% | +2.6% | -1.8% |
| 30D | +22.6% | +5.7% | +16.9% | +21.1% |
| 3M | +45.9% | -8.7% | +54.7% | +47.7% |
| 6M | +43.8% | -26.0% | +69.8% | +50.7% |
| YTD | -2.5% | -55.0% | +52.6% | +10.3% |
| 1Y | +6.5% | -58.0% | +64.5% | +21.5% |
| 3Y | -14.2% | -15.2% | +1.0% | -15.0% |
| 5Y | -24.4% | -53.8% | +29.4% | -21.0% |
| 10Y | +156.3% | -14.5% | +170.8% | +113.5% |
| All | +200.2% | +10.9% | +189.2% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling