+20.3%
ARM vs ACN
+5.8%
+14.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.4% | +9.0% | +6.0% |
| 7D | -5.3% | -2.5% | -2.8% | -5.8% |
| 30D | -30.0% | +22.6% | -52.7% | -26.2% |
| 3M | -34.1% | +45.9% | -80.0% | -27.4% |
| 6M | -12.6% | +43.8% | -56.5% | +2.3% |
| YTD | +70.4% | -2.5% | +72.9% | +104.5% |
| All | +20.3% | +5.8% | +14.5% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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