+118.6%
ACN vs Z
+25.1%
+93.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.9% |
| 7D | -1.5% | -3.0% | +1.5% | -1.0% |
| 30D | +9.4% | -4.2% | +13.5% | +10.0% |
| 3M | +5.6% | -3.7% | +9.4% | +6.2% |
| 6M | -9.3% | -24.5% | +15.3% | -5.3% |
| YTD | -29.0% | -49.3% | +20.3% | -21.1% |
| 1Y | -24.7% | -58.7% | +34.0% | -13.8% |
| 3Y | -39.8% | -34.1% | -5.7% | -37.9% |
| 5Y | -40.9% | -64.5% | +23.6% | -36.4% |
| 10Y | +91.1% | -0.5% | +91.6% | +55.3% |
| All | +118.6% | +25.1% | +93.5% | +64.5% |
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