+43.4%
ON vs ACN
+7.5%
+35.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +1.2% |
| 7D | -4.1% | +1.6% | -5.7% | -3.6% |
| 30D | -10.2% | +24.6% | -34.9% | -4.0% |
| 3M | -12.7% | +46.2% | -58.9% | -2.0% |
| 6M | -32.5% | +46.2% | -78.7% | -18.4% |
| YTD | +28.6% | -0.9% | +29.4% | +74.1% |
| 1Y | +43.4% | +8.8% | +34.7% | +76.3% |
| All | +43.4% | +7.5% | +35.9% | +76.3% |
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