+262.2%
AVGO vs ACN
-13.3%
+275.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +3.9% |
| 7D | 0.0% | +1.6% | -1.6% | 0.0% |
| 30D | -8.2% | +24.6% | -32.8% | -8.5% |
| 3M | -21.3% | +46.2% | -67.5% | -22.2% |
| 6M | -22.5% | +46.2% | -68.7% | -22.5% |
| YTD | -3.6% | -0.9% | -2.7% | +6.5% |
| 1Y | -6.7% | +8.8% | -15.4% | -0.7% |
| All | +262.2% | -13.3% | +275.4% | +246.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling