+2,686.7%
AMD vs ACN
+2,476.0%
+210.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | -1.1% |
| 7D | -15.5% | +8.6% | -24.1% | -19.7% |
| 30D | -22.6% | +36.6% | -59.2% | -36.4% |
| 3M | -5.7% | +56.3% | -62.1% | -30.5% |
| 6M | +43.1% | +49.7% | -6.6% | +0.4% |
| YTD | +128.2% | +1.3% | +126.9% | +98.2% |
| 1Y | +95.5% | +11.9% | +83.5% | +58.2% |
| 3Y | +335.4% | -10.6% | +346.1% | +297.2% |
| 5Y | +255.5% | -21.3% | +276.8% | +260.5% |
| 10Y | +7,350.9% | +166.2% | +7,184.7% | +3,449.6% |
| All | +2,686.7% | +2,476.0% | +210.7% | +209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling