-23.1%
ACN vs ROK
+27.3%
-50.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.4% |
| 7D | -1.5% | -1.2% | -0.3% | -1.6% |
| 30D | +2.1% | -4.8% | +6.9% | +1.8% |
| 3M | +11.1% | -6.1% | +17.2% | +10.0% |
| 6M | -6.8% | +15.5% | -22.3% | -13.0% |
| YTD | -30.0% | +11.2% | -41.2% | -33.0% |
| 1Y | -23.1% | +23.8% | -47.0% | -30.3% |
| All | -23.1% | +27.3% | -50.5% | -30.3% |
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