+88.9%
AMD vs ACN
+8.2%
+80.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +10.3% |
| 7D | -11.0% | +0.9% | -11.9% | -10.6% |
| 30D | -30.5% | +33.5% | -64.0% | -21.7% |
| 3M | -8.2% | +53.5% | -61.7% | +9.9% |
| 6M | +6.6% | +52.2% | -45.7% | +35.2% |
| YTD | +109.7% | -0.1% | +109.8% | +164.3% |
| 1Y | +88.9% | +11.0% | +77.9% | +140.7% |
| All | +88.9% | +8.2% | +80.7% | +140.7% |
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