+2,427.5%
ACN vs COO
+961.6%
+1,465.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.2% |
| 7D | +0.9% | +4.7% | -3.8% | -0.5% |
| 30D | +33.5% | +13.9% | +19.6% | +28.6% |
| 3M | +53.5% | -14.9% | +68.4% | +60.1% |
| 6M | +52.2% | +2.0% | +50.2% | +50.3% |
| YTD | -0.1% | -23.9% | +23.8% | +7.5% |
| 1Y | +11.0% | -9.6% | +20.7% | +13.4% |
| 3Y | -11.8% | -25.4% | +13.6% | -6.9% |
| 5Y | -22.8% | -41.2% | +18.4% | -13.5% |
| 10Y | +162.4% | +42.1% | +120.4% | +133.7% |
| All | +2,427.5% | +961.6% | +1,465.9% | +1,260.6% |
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