+189.0%
BAC vs ACN
+2,439.2%
-2,250.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | -1.2% | +0.9% | -2.1% | -1.6% |
| 30D | -7.7% | +33.5% | -41.2% | -20.2% |
| 3M | -21.2% | +53.5% | -74.6% | -37.6% |
| 6M | -6.8% | +52.2% | -59.1% | -28.4% |
| YTD | -8.7% | -0.1% | -8.6% | -14.7% |
| 1Y | -5.3% | +11.0% | -16.3% | -16.5% |
| 3Y | +87.4% | -11.8% | +99.2% | +79.9% |
| 5Y | +18.9% | -22.8% | +41.7% | +19.6% |
| 10Y | +273.3% | +162.4% | +110.9% | +97.8% |
| All | +189.0% | +2,439.2% | -2,250.2% | -32.7% |
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