-11.8%
BA vs ACN
+8.2%
-19.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | -7.9% | +33.5% | -41.5% | -9.5% |
| 3M | -25.3% | +53.5% | -78.8% | -27.2% |
| 6M | -24.6% | +52.2% | -76.8% | -26.6% |
| YTD | -20.1% | -0.1% | -20.0% | -20.8% |
| 1Y | -11.8% | +11.0% | -22.8% | -13.6% |
| All | -11.8% | +8.2% | -19.9% | -13.6% |
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 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