-10.8%
BA vs ACN
-15.0%
+4.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -1.7% | -2.5% | +0.8% | -1.4% |
| 30D | -9.5% | +22.6% | -32.1% | -12.1% |
| 3M | -26.5% | +45.9% | -72.4% | -30.7% |
| 6M | -27.4% | +43.8% | -71.2% | -31.6% |
| YTD | -20.6% | -2.5% | -18.1% | -18.9% |
| 1Y | -11.4% | +6.5% | -17.9% | -11.9% |
| 3Y | -10.8% | -14.2% | +3.3% | -5.8% |
| All | -10.8% | -15.0% | +4.2% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling