+1,685.8%
ON vs ACN
+2,379.5%
-693.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.4% | +11.5% | +10.4% |
| 7D | -1.4% | -2.5% | +1.1% | -0.4% |
| 30D | -10.9% | +22.6% | -33.5% | -21.6% |
| 3M | -14.9% | +45.9% | -60.8% | -33.6% |
| 6M | -33.0% | +43.8% | -76.9% | -51.1% |
| YTD | +27.6% | -2.5% | +30.1% | +14.7% |
| 1Y | +44.5% | +6.5% | +38.0% | +22.8% |
| 3Y | +7.4% | -14.2% | +21.6% | +2.6% |
| 5Y | +18.7% | -24.4% | +43.2% | +25.0% |
| 10Y | +516.0% | +156.3% | +359.6% | +233.7% |
| All | +1,685.8% | +2,379.5% | -693.7% | +231.2% |
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