+24.8%
ALAB vs ACN
+5.8%
+19.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -2.4% | +16.1% | +12.4% |
| 7D | -5.6% | -2.5% | -3.1% | -6.6% |
| 30D | -36.6% | +22.6% | -59.3% | -28.3% |
| 3M | -35.1% | +45.9% | -81.0% | -18.4% |
| 6M | +8.5% | +43.8% | -35.3% | +53.5% |
| YTD | +30.4% | -2.5% | +32.8% | +76.9% |
| All | +24.8% | +5.8% | +19.0% | +69.2% |
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