+78.2%
AAPL vs ACN
-43.3%
+121.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -3.0% | -6.3% | +3.4% | -1.8% |
| 30D | +2.3% | -1.4% | +3.7% | +2.5% |
| 3M | +8.6% | +2.6% | +6.1% | +7.1% |
| 6M | +21.6% | -14.3% | +35.9% | +24.5% |
| YTD | +16.3% | -33.1% | +49.4% | +27.5% |
| 1Y | +35.1% | -28.8% | +63.9% | +44.5% |
| All | +78.2% | -43.3% | +121.5% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling