+107,093.1%
AAPL vs ACN
+1,705.6%
+105,387.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.2% |
| 7D | +0.1% | -1.5% | +1.6% | +0.7% |
| 30D | +3.0% | +9.4% | -6.4% | -0.9% |
| 3M | +2.9% | +5.6% | -2.8% | -1.2% |
| 6M | +22.1% | -9.3% | +31.4% | +23.1% |
| YTD | +18.0% | -29.0% | +47.0% | +30.3% |
| 1Y | +33.9% | -24.7% | +58.6% | +43.5% |
| 3Y | +71.2% | -39.8% | +111.0% | +97.9% |
| 5Y | +112.6% | -40.9% | +153.5% | +146.5% |
| 10Y | +1,198.8% | +91.1% | +1,107.7% | +862.6% |
| All | +107,093.1% | +1,705.6% | +105,387.6% | +32,421.8% |
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