+185.4%
ARM vs ACN
-12.8%
+198.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.7% |
| 7D | -10.4% | +1.6% | -11.9% | -10.5% |
| 30D | -31.8% | +24.6% | -56.5% | -33.2% |
| 3M | -32.2% | +46.2% | -78.4% | -35.3% |
| 6M | -14.9% | +46.2% | -61.1% | -17.1% |
| YTD | +66.0% | -0.9% | +66.9% | +90.3% |
| 1Y | +17.2% | +8.8% | +8.5% | +26.7% |
| 3Y | +247.2% | -14.3% | +261.5% | +329.8% |
| All | +185.4% | -12.8% | +198.2% | +239.3% |
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