+146.2%
AAPL vs ACN
-24.2%
+170.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.6% |
| 7D | +1.8% | -4.0% | +5.8% | +3.0% |
| 30D | +4.3% | +19.0% | -14.7% | -1.8% |
| 3M | +16.6% | +42.2% | -25.6% | +2.3% |
| 6M | +21.6% | +50.1% | -28.5% | +2.4% |
| YTD | +31.2% | -2.7% | +33.9% | +32.6% |
| 1Y | +29.6% | +7.6% | +22.0% | +23.8% |
| 3Y | +93.1% | -15.9% | +109.0% | +102.3% |
| 5Y | +146.2% | -24.4% | +170.6% | +160.2% |
| All | +146.2% | -24.2% | +170.5% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling