+31,253.5%
AMZN vs ACN
+1,705.6%
+29,548.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +1.4% |
| 7D | -3.0% | -1.5% | -1.4% | -2.3% |
| 30D | -5.2% | +9.4% | -14.6% | -9.4% |
| 3M | +1.9% | +5.6% | -3.8% | -3.5% |
| 6M | +19.2% | -9.3% | +28.5% | +19.7% |
| YTD | +12.0% | -29.0% | +41.0% | +25.8% |
| 1Y | +9.7% | -24.7% | +34.3% | +18.9% |
| 3Y | +87.2% | -39.8% | +127.0% | +123.3% |
| 5Y | +48.7% | -40.9% | +89.6% | +79.7% |
| 10Y | +569.3% | +91.1% | +478.2% | +346.8% |
| All | +31,253.5% | +1,705.6% | +29,548.0% | +6,094.3% |
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