+1,697.2%
ACN vs ROST
+10,047.2%
-8,350.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -1.5% | +0.9% | -2.5% | -1.8% |
| 30D | +9.4% | -8.9% | +18.3% | +12.7% |
| 3M | +5.6% | -0.8% | +6.5% | +5.8% |
| 6M | -9.3% | +8.5% | -17.7% | -12.1% |
| YTD | -29.0% | +28.6% | -57.6% | -35.2% |
| 1Y | -24.7% | +52.3% | -77.0% | -35.1% |
| 3Y | -39.8% | +94.8% | -134.7% | -52.9% |
| 5Y | -40.9% | +110.8% | -151.7% | -56.2% |
| 10Y | +91.1% | +304.5% | -213.4% | +9.1% |
| All | +1,697.2% | +10,047.2% | -8,350.0% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling