-42.9%
ACN vs ROST
+111.1%
-153.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | +1.9% | -10.0% | +11.9% | +5.4% |
| 3M | +3.9% | +1.2% | +2.6% | +3.4% |
| 6M | -15.0% | +8.9% | -24.0% | -17.8% |
| YTD | -31.9% | +28.1% | -60.0% | -37.8% |
| 1Y | -28.5% | +53.0% | -81.5% | -38.5% |
| 3Y | -41.9% | +97.9% | -139.8% | -54.9% |
| 5Y | -42.9% | +112.0% | -154.8% | -58.6% |
| All | -42.9% | +111.1% | -153.9% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling