-0.8%
F vs ACN
+8.2%
-8.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.6% |
| 7D | +1.6% | +0.9% | +0.7% | +1.5% |
| 30D | +2.6% | +33.5% | -30.9% | +1.0% |
| 3M | -8.8% | +53.5% | -62.3% | -10.7% |
| 6M | +4.6% | +52.2% | -47.6% | +3.6% |
| YTD | -1.9% | -0.1% | -1.8% | +2.7% |
| 1Y | -0.8% | +11.0% | -11.8% | +0.4% |
| All | -0.8% | +8.2% | -8.9% | +0.4% |
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