+564.1%
AMZN vs ACN
+86.3%
+477.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.9% |
| 7D | -1.0% | -6.3% | +5.3% | +2.1% |
| 30D | -9.2% | -1.4% | -7.9% | -8.9% |
| 3M | +3.4% | +2.6% | +0.8% | -0.6% |
| 6M | +18.2% | -14.3% | +32.5% | +23.4% |
| YTD | +9.3% | -33.1% | +42.5% | +30.1% |
| 1Y | +5.9% | -28.8% | +34.7% | +20.6% |
| 3Y | +82.6% | -43.0% | +125.5% | +130.8% |
| 5Y | +44.9% | -44.0% | +88.9% | +83.1% |
| 10Y | +564.1% | +88.5% | +475.6% | +342.5% |
| All | +564.1% | +86.3% | +477.8% | +342.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling