+337.5%
AMD vs ACN
-40.9%
+378.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.3% | +8.0% | +6.0% |
| 7D | +2.6% | -1.5% | +4.1% | +3.1% |
| 30D | -0.9% | +9.4% | -10.3% | -4.9% |
| 3M | -8.7% | +5.6% | -14.4% | -12.6% |
| 6M | +136.3% | -9.3% | +145.6% | +142.8% |
| YTD | +123.0% | -29.0% | +152.0% | +168.7% |
| 1Y | +195.2% | -24.7% | +219.8% | +234.5% |
| 3Y | +336.3% | -39.8% | +376.2% | +463.2% |
| All | +337.5% | -40.9% | +378.5% | +455.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling