+86.8%
ACN vs ROST
+308.3%
-221.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -7.9% | -2.5% | -5.4% | -7.0% |
| 30D | -1.1% | -10.3% | +9.2% | +2.7% |
| 3M | +5.6% | -2.6% | +8.2% | +6.5% |
| 6M | -9.9% | +6.5% | -16.5% | -12.4% |
| YTD | -32.3% | +25.9% | -58.2% | -38.2% |
| 1Y | -25.3% | +52.3% | -77.7% | -36.3% |
| 3Y | -42.3% | +94.6% | -136.8% | -55.6% |
| 5Y | -43.5% | +111.1% | -154.6% | -59.2% |
| All | +86.8% | +308.3% | -221.6% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling