+365.6%
BA vs ACN
+2,484.6%
-2,119.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.7% |
| 7D | -0.1% | +7.3% | -7.3% | -2.9% |
| 30D | -9.1% | +38.2% | -47.3% | -20.4% |
| 3M | -28.2% | +56.6% | -84.7% | -40.8% |
| 6M | -23.1% | +51.1% | -74.2% | -37.4% |
| YTD | -20.6% | +1.7% | -22.2% | -24.8% |
| 1Y | -12.7% | +10.1% | -22.8% | -20.4% |
| 3Y | -11.6% | -10.3% | -1.2% | -14.2% |
| 5Y | -23.1% | -21.4% | -1.7% | -21.9% |
| 10Y | +34.4% | +167.1% | -132.8% | -13.4% |
| All | +365.6% | +2,484.6% | -2,119.1% | +49.6% |
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 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