+3,031.1%
COST vs ACN
+1,705.6%
+1,325.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.1% |
| 7D | -3.1% | -1.5% | -1.6% | -2.7% |
| 30D | -2.8% | +9.4% | -12.2% | -5.5% |
| 3M | -5.7% | +5.6% | -11.3% | -8.3% |
| 6M | -8.8% | -9.3% | +0.5% | -8.0% |
| YTD | +6.7% | -29.0% | +35.6% | +14.9% |
| 1Y | -3.6% | -24.7% | +21.0% | +1.6% |
| 3Y | +75.1% | -39.8% | +114.9% | +94.6% |
| 5Y | +108.9% | -40.9% | +149.8% | +131.3% |
| 10Y | +586.2% | +91.1% | +495.1% | +431.2% |
| All | +3,031.1% | +1,705.6% | +1,325.6% | +978.5% |
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 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