+207.4%
ACN vs Z
+6.9%
+200.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.3% |
| 7D | +0.9% | -4.6% | +5.4% | +1.5% |
| 30D | +33.5% | +8.3% | +25.2% | +31.4% |
| 3M | +53.5% | -11.6% | +65.1% | +56.3% |
| 6M | +52.2% | -33.6% | +85.9% | +62.4% |
| YTD | -0.1% | -56.7% | +56.6% | +13.7% |
| 1Y | +11.0% | -59.1% | +70.2% | +27.4% |
| 3Y | -11.8% | -20.4% | +8.6% | -11.6% |
| 5Y | -22.8% | -55.3% | +32.5% | -18.8% |
| 10Y | +162.4% | -14.2% | +176.7% | +118.6% |
| All | +207.4% | +6.9% | +200.5% | +137.1% |
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