+301.8%
AMD vs ACN
-11.6%
+313.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +10.9% |
| 7D | -11.0% | +0.9% | -11.9% | -11.0% |
| 30D | -30.5% | +33.5% | -64.0% | -29.6% |
| 3M | -8.2% | +53.5% | -61.7% | -7.1% |
| 6M | +6.6% | +52.2% | -45.7% | +9.7% |
| YTD | +109.7% | -0.1% | +109.8% | +149.8% |
| 1Y | +88.9% | +11.0% | +77.9% | +112.1% |
| 3Y | +301.8% | -11.8% | +313.6% | +357.0% |
| All | +301.8% | -11.6% | +313.4% | +357.0% |
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