+266.6%
BAC vs ACN
+1,705.6%
-1,439.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.3% | +1.6% |
| 7D | +1.1% | -1.5% | +2.6% | +1.8% |
| 30D | -0.4% | +9.4% | -9.8% | -5.1% |
| 3M | +16.9% | +5.6% | +11.3% | +10.6% |
| 6M | +26.6% | -9.3% | +35.9% | +27.5% |
| YTD | +15.8% | -29.0% | +44.8% | +30.5% |
| 1Y | +27.2% | -24.7% | +51.8% | +38.0% |
| 3Y | +132.4% | -39.8% | +172.2% | +174.6% |
| 5Y | +72.6% | -40.9% | +113.5% | +100.8% |
| 10Y | +389.7% | +91.1% | +298.6% | +208.5% |
| All | +266.6% | +1,705.6% | -1,439.0% | +2.9% |
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