+38.9%
F vs ACN
+1,705.6%
-1,666.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.9% |
| 7D | +5.3% | -1.5% | +6.9% | +6.0% |
| 30D | +4.6% | +9.4% | -4.8% | +0.3% |
| 3M | -3.7% | +5.6% | -9.3% | -8.2% |
| 6M | +16.8% | -9.3% | +26.1% | +17.5% |
| YTD | +15.3% | -29.0% | +44.3% | +28.6% |
| 1Y | +31.0% | -24.7% | +55.7% | +41.2% |
| 3Y | +45.4% | -39.8% | +85.3% | +70.4% |
| 5Y | +54.7% | -40.9% | +95.6% | +82.7% |
| 10Y | +98.2% | +91.1% | +7.1% | +33.5% |
| All | +38.9% | +1,705.6% | -1,666.7% | -62.7% |
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