-41.9%
ACN vs ROK
+48.7%
-90.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.9% |
| 7D | -4.8% | +2.8% | -7.6% | -5.3% |
| 30D | +1.9% | -2.4% | +4.3% | +2.3% |
| 3M | +3.9% | -4.7% | +8.6% | +3.8% |
| 6M | -15.0% | +16.8% | -31.8% | -20.0% |
| YTD | -31.9% | +11.4% | -43.3% | -35.0% |
| 1Y | -28.5% | +26.2% | -54.7% | -34.2% |
| 3Y | -41.9% | +51.9% | -93.8% | -50.3% |
| All | -41.9% | +48.7% | -90.6% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling