+109.8%
AAPL vs ACN
-44.1%
+153.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -3.0% | -6.3% | +3.4% | -0.7% |
| 30D | +2.3% | -1.4% | +3.7% | +2.6% |
| 3M | +8.6% | +2.6% | +6.1% | +6.0% |
| 6M | +21.6% | -14.3% | +35.9% | +26.6% |
| YTD | +16.3% | -33.1% | +49.4% | +34.9% |
| 1Y | +35.1% | -28.8% | +63.9% | +50.6% |
| 3Y | +79.4% | -43.0% | +122.3% | +117.3% |
| 5Y | +109.8% | -44.0% | +153.9% | +141.5% |
| All | +109.8% | -44.1% | +153.9% | +141.5% |
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 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