+328.6%
T vs ACN
+1,705.6%
-1,377.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.1% |
| 7D | -1.3% | -1.5% | +0.3% | -0.9% |
| 30D | +11.4% | +9.4% | +2.0% | +8.7% |
| 3M | +14.3% | +5.6% | +8.6% | +11.6% |
| 6M | -9.3% | -9.3% | 0.0% | -8.5% |
| YTD | +7.1% | -29.0% | +36.1% | +14.4% |
| 1Y | -9.1% | -24.7% | +15.6% | -4.8% |
| 3Y | +105.3% | -39.8% | +145.2% | +124.0% |
| 5Y | +66.8% | -40.9% | +107.7% | +79.5% |
| 10Y | +66.8% | +91.1% | -24.3% | +27.3% |
| All | +328.6% | +1,705.6% | -1,377.0% | +99.6% |
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