+11.9%
COST vs ACN
+10.1%
+1.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.8% | -1.1% | +2.4% |
| 7D | +6.6% | +8.6% | -1.9% | +6.0% |
| 30D | +13.5% | +36.6% | -23.1% | +11.1% |
| 3M | +10.6% | +56.3% | -45.7% | +7.1% |
| 6M | +3.6% | +49.7% | -46.0% | -0.6% |
| YTD | +22.1% | +1.3% | +20.7% | +20.9% |
| 1Y | +11.9% | +11.9% | 0.0% | +8.5% |
| All | +11.9% | +10.1% | +1.8% | +8.5% |
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 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