+18.2%
F vs ACN
+2,439.2%
-2,421.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | +0.1% |
| 7D | +1.6% | +0.9% | +0.7% | +1.2% |
| 30D | +2.6% | +33.5% | -30.9% | -10.2% |
| 3M | -8.8% | +53.5% | -62.3% | -25.9% |
| 6M | +4.6% | +52.2% | -47.6% | -17.3% |
| YTD | -1.9% | -0.1% | -1.8% | -7.3% |
| 1Y | -0.8% | +11.0% | -11.8% | -11.1% |
| 3Y | +43.5% | -11.8% | +55.3% | +39.8% |
| 5Y | -12.1% | -22.8% | +10.8% | -8.8% |
| 10Y | +83.6% | +162.4% | -78.8% | +6.1% |
| All | +18.2% | +2,439.2% | -2,421.0% | -73.1% |
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