-61.5%
ADBE vs ACN
-44.1%
-17.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.2% |
| 7D | -8.9% | -6.3% | -2.6% | -4.9% |
| 30D | -6.6% | -1.4% | -5.3% | -5.7% |
| 3M | +7.1% | +2.6% | +4.6% | +4.0% |
| 6M | -9.8% | -14.3% | +4.5% | -1.4% |
| YTD | -27.2% | -33.1% | +5.9% | -6.6% |
| 1Y | -28.0% | -28.8% | +0.8% | -12.2% |
| 3Y | -54.5% | -43.0% | -11.6% | -37.7% |
| 5Y | -61.5% | -44.0% | -17.5% | -50.1% |
| All | -61.5% | -44.1% | -17.4% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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