+791.8%
ABT vs ACN
+1,705.6%
-913.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.4% |
| 7D | -3.7% | -1.5% | -2.2% | -3.3% |
| 30D | +2.5% | +9.4% | -6.9% | 0.0% |
| 3M | +20.2% | +5.6% | +14.5% | +17.3% |
| 6M | -2.9% | -9.3% | +6.3% | -1.9% |
| YTD | -11.9% | -29.0% | +17.0% | -5.7% |
| 1Y | -16.5% | -24.7% | +8.1% | -12.3% |
| 3Y | +12.1% | -39.8% | +51.9% | +23.1% |
| 5Y | -7.4% | -40.9% | +33.5% | +1.1% |
| 10Y | +210.7% | +91.1% | +119.6% | +155.9% |
| All | +791.8% | +1,705.6% | -913.8% | +423.7% |
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