+49.9%
F vs ACN
-13.1%
+63.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.0% |
| 7D | +1.0% | +1.6% | -0.6% | +0.7% |
| 30D | +2.1% | +24.6% | -22.5% | -1.5% |
| 3M | -10.3% | +46.2% | -56.5% | -15.8% |
| 6M | +3.3% | +46.2% | -42.9% | -2.8% |
| YTD | -2.0% | -0.9% | -1.1% | +2.1% |
| 1Y | -2.3% | +8.8% | -11.0% | -1.5% |
| 3Y | +49.9% | -14.3% | +64.2% | +44.9% |
| All | +49.9% | -13.1% | +63.0% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling