-10.6%
BA vs ACN
+10.1%
-20.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +1.8% |
| 7D | +5.9% | +8.6% | -2.7% | +5.3% |
| 30D | -8.2% | +36.6% | -44.7% | -9.9% |
| 3M | -25.4% | +56.3% | -81.7% | -27.3% |
| 6M | -20.0% | +49.7% | -69.7% | -22.1% |
| YTD | -18.5% | +1.3% | -19.8% | -19.3% |
| 1Y | -10.6% | +11.9% | -22.6% | -12.5% |
| All | -10.6% | +10.1% | -20.7% | -12.5% |
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