+199.6%
ARM vs ACN
-15.5%
+215.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.6% |
| 7D | +9.1% | -3.8% | +13.0% | +9.3% |
| 30D | -19.9% | +16.5% | -36.5% | -21.2% |
| 3M | -31.6% | +41.5% | -73.1% | -34.6% |
| 6M | -13.9% | +60.1% | -73.9% | -19.3% |
| YTD | +74.3% | -3.9% | +78.3% | +100.0% |
| 1Y | +35.8% | +4.1% | +31.7% | +48.1% |
| 3Y | +268.6% | -15.9% | +284.5% | +353.4% |
| All | +199.6% | -15.5% | +215.1% | +256.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling