-44.0%
ACN vs ROK
+45.0%
-89.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -6.3% | +0.2% | -6.5% | -6.4% |
| 30D | -1.4% | -1.8% | +0.4% | -0.9% |
| 3M | +2.6% | -7.2% | +9.7% | +3.8% |
| 6M | -14.3% | +14.2% | -28.5% | -20.6% |
| YTD | -33.1% | +10.6% | -43.7% | -37.4% |
| 1Y | -28.8% | +25.9% | -54.7% | -36.9% |
| 3Y | -43.0% | +50.8% | -93.7% | -54.8% |
| 5Y | -44.0% | +47.0% | -91.1% | -56.4% |
| All | -44.0% | +45.0% | -89.0% | -56.4% |
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