+1,802.3%
ON vs ACN
+2,372.6%
-570.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.6% | +6.8% |
| 7D | +3.3% | -4.0% | +7.4% | +5.4% |
| 30D | -3.1% | +19.0% | -22.1% | -13.4% |
| 3M | -9.2% | +42.2% | -51.4% | -28.3% |
| 6M | -31.4% | +50.1% | -81.5% | -51.1% |
| YTD | +36.0% | -2.7% | +38.7% | +22.2% |
| 1Y | +52.0% | +7.6% | +44.4% | +28.2% |
| 3Y | +9.3% | -15.9% | +25.1% | +5.6% |
| 5Y | +26.5% | -24.4% | +50.9% | +33.0% |
| 10Y | +556.1% | +151.4% | +404.8% | +259.1% |
| All | +1,802.3% | +2,372.6% | -570.2% | +253.0% |
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