+99.0%
COST vs ACN
-16.0%
+115.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +5.0% | -3.8% | +8.8% | +5.5% |
| 30D | +12.8% | +16.5% | -3.7% | +10.7% |
| 3M | +15.2% | +41.5% | -26.3% | +9.9% |
| 6M | +7.4% | +60.1% | -52.7% | -0.1% |
| YTD | +29.0% | -3.9% | +33.0% | +30.7% |
| 1Y | +20.3% | +4.1% | +16.2% | +19.6% |
| 3Y | +99.0% | -15.9% | +114.9% | +105.4% |
| All | +99.0% | -16.0% | +115.0% | +105.4% |
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