-22.6%
ACN vs ROST
+111.4%
-134.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +1.6% | +3.2% | -1.6% | +0.4% |
| 30D | +24.6% | +7.4% | +17.2% | +21.6% |
| 3M | +46.2% | -6.1% | +52.2% | +49.1% |
| 6M | +46.2% | +6.2% | +39.9% | +42.8% |
| YTD | -0.9% | +33.4% | -34.3% | -10.7% |
| 1Y | +8.8% | +48.8% | -40.0% | -5.7% |
| 3Y | -14.3% | +99.5% | -113.8% | -33.8% |
| 5Y | -22.6% | +112.7% | -135.3% | -44.0% |
| All | -22.6% | +111.4% | -134.0% | -44.0% |
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