-1.5%
BAC vs ACN
+10.1%
-11.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.2% | +3.8% |
| 7D | +1.5% | +8.6% | -7.0% | +1.3% |
| 30D | -4.4% | +36.6% | -41.0% | -5.4% |
| 3M | -17.5% | +56.3% | -73.8% | -19.1% |
| 6M | -0.1% | +49.7% | -49.7% | -2.0% |
| YTD | -4.6% | +1.3% | -6.0% | -4.2% |
| 1Y | -1.5% | +11.9% | -13.4% | -1.8% |
| All | -1.5% | +10.1% | -11.6% | -1.8% |
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 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