+65.8%
ON vs ACN
-40.5%
+106.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +2.3% |
| 7D | +2.4% | -1.5% | +4.0% | +3.0% |
| 30D | -3.3% | +9.4% | -12.7% | -7.2% |
| 3M | -43.6% | +5.6% | -49.2% | -45.9% |
| 6M | +19.0% | -9.3% | +28.2% | +21.9% |
| YTD | +37.4% | -29.0% | +66.3% | +67.4% |
| 1Y | +54.8% | -24.7% | +79.4% | +78.8% |
| 3Y | -25.2% | -39.8% | +14.7% | -0.5% |
| All | +65.8% | -40.5% | +106.3% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling