-0.9%
BA vs ACN
-40.9%
+40.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.8% |
| 7D | +1.2% | -1.5% | +2.7% | +1.6% |
| 30D | -11.6% | +9.4% | -21.0% | -14.1% |
| 3M | -2.4% | +5.6% | -8.0% | -5.0% |
| 6M | -6.6% | -9.3% | +2.6% | -4.6% |
| YTD | -2.2% | -29.0% | +26.7% | +9.2% |
| 1Y | -8.0% | -24.7% | +16.6% | -0.4% |
| 3Y | -5.0% | -39.8% | +34.8% | +9.9% |
| All | -0.9% | -40.9% | +40.0% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling