+296.4%
ARM vs ACN
-37.5%
+333.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.3% | +7.2% | +4.4% |
| 7D | +5.5% | -1.5% | +7.0% | +5.6% |
| 30D | -8.2% | +9.4% | -17.6% | -9.5% |
| 3M | -35.9% | +5.6% | -41.6% | -35.4% |
| 6M | +103.1% | -9.3% | +112.4% | +115.9% |
| YTD | +130.6% | -29.0% | +159.6% | +174.5% |
| 1Y | +86.1% | -24.7% | +110.7% | +112.8% |
| All | +296.4% | -37.5% | +333.9% | +389.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling