+265.1%
T vs ACN
+2,439.2%
-2,174.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | +1.0% | +0.9% | +0.2% | +0.8% |
| 30D | -10.6% | +33.5% | -44.1% | -17.0% |
| 3M | -7.7% | +53.5% | -61.2% | -18.0% |
| 6M | -13.3% | +52.2% | -65.5% | -23.7% |
| YTD | -8.8% | -0.1% | -8.7% | -11.3% |
| 1Y | -8.4% | +11.0% | -19.4% | -13.6% |
| 3Y | +59.6% | -11.8% | +71.4% | +56.8% |
| 5Y | +52.1% | -22.8% | +74.9% | +52.4% |
| 10Y | +56.9% | +162.4% | -105.6% | +9.7% |
| All | +265.1% | +2,439.2% | -2,174.2% | +54.8% |
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