-26.4%
ARM vs ACN
+48.0%
-74.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +4.1% |
| 7D | -15.2% | +0.9% | -16.1% | -14.8% |
| 30D | -40.7% | +33.5% | -74.2% | -34.5% |
| 3M | -39.1% | +53.5% | -92.6% | -29.3% |
| 6M | -26.4% | +52.2% | -78.6% | -4.7% |
| All | -26.4% | +48.0% | -74.5% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling