+132.8%
AMD vs ACN
+6.6%
+126.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.9% | +9.2% | +6.5% |
| 7D | +13.1% | -4.0% | +17.1% | +11.5% |
| 30D | -7.0% | +19.0% | -26.0% | +0.3% |
| 3M | +16.6% | +42.2% | -25.6% | +35.5% |
| 6M | +20.5% | +50.1% | -29.6% | +51.6% |
| YTD | +158.2% | -2.7% | +160.9% | +223.2% |
| 1Y | +132.8% | +7.6% | +125.2% | +193.2% |
| All | +132.8% | +6.6% | +126.2% | +193.2% |
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