+126.1%
AMD vs ACN
+5.4%
+120.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.3% | +5.2% |
| 7D | +44.7% | -5.7% | +50.5% | +41.5% |
| 30D | -3.3% | +17.0% | -20.4% | +3.6% |
| 3M | +21.2% | +39.9% | -18.7% | +40.3% |
| 6M | +30.6% | +50.2% | -19.6% | +64.3% |
| YTD | +173.3% | -4.2% | +177.5% | +235.8% |
| 1Y | +126.1% | +4.3% | +121.8% | +182.9% |
| All | +126.1% | +5.4% | +120.7% | +182.9% |
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