+11.9%
ACN vs ROK
+25.3%
-13.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.7% |
| 7D | +8.6% | 0.0% | +8.6% | +8.6% |
| 30D | +36.6% | -2.5% | +39.1% | +36.5% |
| 3M | +56.3% | 0.0% | +56.3% | +56.5% |
| 6M | +49.7% | +11.6% | +38.1% | +44.0% |
| YTD | +1.3% | +15.2% | -13.9% | -1.0% |
| 1Y | +11.9% | +25.0% | -13.1% | +8.1% |
| All | +11.9% | +25.3% | -13.3% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling