+1,697.2%
ACN vs COO
+1,084.7%
+612.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.9% |
| 7D | -1.5% | -2.2% | +0.7% | -0.9% |
| 30D | +9.4% | -7.0% | +16.4% | +11.7% |
| 3M | +5.6% | +12.2% | -6.6% | +2.0% |
| 6M | -9.3% | -15.1% | +5.9% | -5.0% |
| YTD | -29.0% | -15.1% | -13.9% | -25.6% |
| 1Y | -24.7% | +2.3% | -27.0% | -25.5% |
| 3Y | -39.8% | -23.7% | -16.2% | -36.7% |
| 5Y | -40.9% | -38.9% | -2.0% | -34.3% |
| 10Y | +91.1% | +49.9% | +41.2% | +67.7% |
| All | +1,697.2% | +1,084.7% | +612.6% | +841.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling