-24.7%
ACN vs ROK
+29.3%
-54.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.3% |
| 7D | -1.5% | +0.7% | -2.2% | -1.5% |
| 30D | +9.4% | -3.3% | +12.7% | +9.2% |
| 3M | +5.6% | -5.9% | +11.5% | +4.9% |
| 6M | -9.3% | +13.9% | -23.1% | -14.4% |
| YTD | -29.0% | +12.6% | -41.5% | -32.1% |
| 1Y | -24.7% | +28.6% | -53.3% | -33.1% |
| All | -24.7% | +29.3% | -54.0% | -33.1% |
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