-1.4%
BAC vs ACN
+5.0%
-6.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +3.2% | -3.8% | +7.1% | +3.4% |
| 30D | -0.7% | +16.5% | -17.2% | -1.3% |
| 3M | -20.0% | +41.5% | -61.5% | -21.2% |
| 6M | +3.4% | +60.1% | -56.6% | 0.0% |
| YTD | -5.7% | -3.9% | -1.8% | -4.5% |
| 1Y | -1.4% | +4.1% | -5.5% | -1.5% |
| All | -1.4% | +5.0% | -6.4% | -1.5% |
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