-47.5%
C vs ACN
+1,705.6%
-1,753.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.6% |
| 7D | +3.6% | -1.5% | +5.2% | +4.5% |
| 30D | +0.1% | +9.4% | -9.3% | -5.4% |
| 3M | +2.4% | +5.6% | -3.2% | -4.5% |
| 6M | +24.9% | -9.3% | +34.2% | +25.1% |
| YTD | +19.8% | -29.0% | +48.8% | +36.8% |
| 1Y | +44.9% | -24.7% | +69.5% | +58.5% |
| 3Y | +263.0% | -39.8% | +302.8% | +338.1% |
| 5Y | +129.5% | -40.9% | +170.4% | +170.9% |
| 10Y | +291.6% | +91.1% | +200.5% | +126.8% |
| All | -47.5% | +1,705.6% | -1,753.1% | -89.5% |
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 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