+207.4%
ALAB vs ACN
-27.2%
+234.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.0% | +5.8% |
| 7D | -26.3% | +0.9% | -27.2% | -26.0% |
| 30D | -50.1% | +33.5% | -83.6% | -46.3% |
| 3M | -42.5% | +53.5% | -95.9% | -35.9% |
| 6M | -10.8% | +52.2% | -63.1% | +4.0% |
| YTD | +14.6% | -0.1% | +14.7% | +46.0% |
| 1Y | +17.1% | +11.0% | +6.1% | +43.8% |
| All | +207.4% | -27.2% | +234.7% | +274.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling