+798.9%
ABT vs ACN
+2,341.7%
-1,542.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.3% | -3.8% | +2.6% | -0.3% |
| 30D | +6.0% | +16.5% | -10.5% | +1.8% |
| 3M | -1.9% | +41.5% | -43.3% | -11.1% |
| 6M | +31.2% | +60.1% | -28.9% | +13.9% |
| YTD | -11.2% | -3.9% | -7.3% | -12.8% |
| 1Y | -14.0% | +4.1% | -18.1% | -17.3% |
| 3Y | +20.7% | -15.9% | +36.5% | +20.6% |
| 5Y | -6.7% | -26.3% | +19.7% | -4.5% |
| 10Y | +226.3% | +148.2% | +78.1% | +148.7% |
| All | +798.9% | +2,341.7% | -1,542.8% | +384.3% |
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