-16.8%
ABT vs ACN
-28.8%
+12.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | -4.7% | -6.3% | +1.6% | -3.8% |
| 30D | -3.1% | -1.4% | -1.7% | -3.0% |
| 3M | +16.1% | +2.6% | +13.6% | +13.7% |
| 6M | -5.3% | -14.3% | +9.0% | -6.3% |
| YTD | -14.4% | -33.1% | +18.7% | -14.2% |
| All | -16.8% | -28.8% | +12.0% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling