+1,045.5%
ADBE vs ACN
+2,336.4%
-1,290.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.2% |
| 7D | -3.2% | -5.7% | +2.5% | -0.1% |
| 30D | +1.0% | +17.0% | -16.1% | -7.4% |
| 3M | -7.8% | +39.9% | -47.7% | -24.0% |
| 6M | -1.0% | +50.2% | -51.1% | -22.5% |
| YTD | -31.8% | -4.2% | -27.7% | -32.6% |
| 1Y | -29.2% | +4.3% | -33.5% | -33.3% |
| 3Y | -60.1% | -17.1% | -43.0% | -58.1% |
| 5Y | -63.7% | -26.5% | -37.2% | -59.4% |
| 10Y | +130.1% | +147.7% | -17.6% | +43.6% |
| All | +1,045.5% | +2,336.4% | -1,290.9% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling