+11.9%
ACN vs ROST
+54.7%
-42.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.1% | -2.3% | +1.6% |
| 7D | +8.6% | +7.8% | +0.8% | +5.6% |
| 30D | +36.6% | +8.6% | +28.0% | +32.7% |
| 3M | +56.3% | -1.9% | +58.2% | +56.4% |
| 6M | +49.7% | +9.1% | +40.5% | +45.3% |
| YTD | +1.3% | +37.2% | -35.9% | -10.2% |
| 1Y | +11.9% | +52.7% | -40.8% | -6.9% |
| All | +11.9% | +54.7% | -42.8% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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