+32,336.6%
AMZN vs ACN
+2,336.4%
+30,000.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +1.2% |
| 7D | +2.8% | -5.7% | +8.5% | +5.6% |
| 30D | +3.4% | +17.0% | -13.6% | -4.7% |
| 3M | +0.1% | +39.9% | -39.8% | -16.8% |
| 6M | +0.6% | +50.2% | -49.6% | -21.8% |
| YTD | +15.9% | -4.2% | +20.0% | +10.4% |
| 1Y | +9.5% | +4.3% | +5.2% | -0.4% |
| 3Y | +86.3% | -17.1% | +103.4% | +86.6% |
| 5Y | +51.7% | -26.5% | +78.2% | +62.0% |
| 10Y | +623.8% | +147.7% | +476.1% | +318.6% |
| All | +32,336.6% | +2,336.4% | +30,000.2% | +5,336.6% |
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