+9.7%
AMZN vs ACN
-24.8%
+34.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +0.1% |
| 7D | -3.0% | -1.5% | -1.4% | -2.9% |
| 30D | -5.2% | +9.4% | -14.6% | -5.7% |
| 3M | +1.9% | +5.6% | -3.8% | +1.6% |
| 6M | +19.2% | -9.3% | +28.5% | +22.0% |
| YTD | +12.0% | -29.0% | +41.0% | +22.5% |
| 1Y | +9.7% | -24.7% | +34.3% | +17.1% |
| All | +9.7% | -24.8% | +34.4% | +17.1% |
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