-26.5%
ACN vs ROK
+32.5%
-59.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -5.7% | +6.1% | -11.8% | -7.4% |
| 30D | +17.0% | -6.5% | +23.5% | +18.4% |
| 3M | +39.9% | -10.2% | +50.0% | +43.1% |
| 6M | +50.2% | -10.6% | +60.8% | +51.7% |
| YTD | -4.2% | +4.9% | -9.1% | -9.7% |
| 1Y | +4.3% | +3.8% | +0.5% | -1.5% |
| 3Y | -17.1% | +63.5% | -80.6% | -38.4% |
| 5Y | -26.5% | +30.9% | -57.4% | -38.7% |
| All | -26.5% | +32.5% | -59.0% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling