+270.3%
T vs ACN
+2,419.8%
-2,149.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | +2.6% | +1.6% | +1.0% | +2.2% |
| 30D | -1.1% | +24.6% | -25.7% | -6.6% |
| 3M | -7.7% | +46.2% | -53.9% | -16.9% |
| 6M | -10.6% | +46.2% | -56.8% | -20.5% |
| YTD | -7.5% | -0.9% | -6.6% | -9.9% |
| 1Y | -7.4% | +8.8% | -16.2% | -12.2% |
| 3Y | +63.1% | -14.3% | +77.3% | +61.5% |
| 5Y | +55.2% | -22.6% | +77.8% | +55.3% |
| 10Y | +58.8% | +153.7% | -94.9% | +12.1% |
| All | +270.3% | +2,419.8% | -2,149.5% | +57.3% |
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