+24.5%
ALAB vs ACN
+10.1%
+14.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.2% | -2.4% |
| 7D | -24.9% | +8.6% | -33.4% | -21.1% |
| 30D | -38.4% | +36.6% | -75.0% | -26.6% |
| 3M | -38.3% | +56.3% | -94.6% | -20.2% |
| 6M | +10.9% | +49.7% | -38.7% | +58.6% |
| YTD | +34.2% | +1.3% | +32.9% | +88.6% |
| 1Y | +24.5% | +11.9% | +12.6% | +64.1% |
| All | +24.5% | +10.1% | +14.4% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling