+197.1%
ABT vs ACN
+97.5%
+99.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.7% | -2.6% |
| 7D | -5.9% | -1.5% | -4.4% | -5.4% |
| 30D | -8.1% | +2.1% | -10.2% | -9.1% |
| 3M | +14.5% | +11.1% | +3.4% | +8.2% |
| 6M | -6.3% | -6.8% | +0.6% | -5.7% |
| YTD | -17.1% | -30.0% | +12.9% | -7.0% |
| 1Y | -21.4% | -23.1% | +1.8% | -15.9% |
| 3Y | +5.9% | -40.4% | +46.3% | +22.2% |
| 5Y | -12.8% | -41.6% | +28.8% | -1.0% |
| All | +197.1% | +97.5% | +99.6% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling