-22.5%
ACN vs COO
-41.6%
+19.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.1% |
| 7D | +0.9% | +4.7% | -3.8% | -0.9% |
| 30D | +33.5% | +13.9% | +19.6% | +27.3% |
| 3M | +53.5% | -14.9% | +68.4% | +62.3% |
| 6M | +52.2% | +2.0% | +50.2% | +49.9% |
| YTD | -0.1% | -23.9% | +23.8% | +10.1% |
| 1Y | +11.0% | -9.6% | +20.7% | +14.3% |
| 3Y | -11.8% | -25.4% | +13.6% | -7.0% |
| All | -22.5% | -41.6% | +19.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling