+1,822.0%
ON vs ACN
+1,705.6%
+116.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +2.8% |
| 7D | +2.4% | -1.5% | +4.0% | +3.3% |
| 30D | -3.3% | +9.4% | -12.7% | -8.6% |
| 3M | -43.6% | +5.6% | -49.2% | -48.4% |
| 6M | +19.0% | -9.3% | +28.2% | +15.0% |
| YTD | +37.4% | -29.0% | +66.3% | +52.1% |
| 1Y | +54.8% | -24.7% | +79.4% | +64.8% |
| 3Y | -25.2% | -39.8% | +14.7% | -9.9% |
| 5Y | +62.7% | -40.9% | +103.6% | +102.3% |
| 10Y | +574.3% | +91.1% | +483.2% | +344.0% |
| All | +1,822.0% | +1,705.6% | +116.4% | +339.2% |
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 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