+312.3%
DELL vs ACN
-28.0%
+340.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.2% | -6.5% | -5.5% |
| 7D | -1.9% | -7.9% | +6.0% | -1.1% |
| 30D | +14.9% | -1.1% | +15.9% | +15.0% |
| 3M | +37.2% | +5.6% | +31.6% | +39.1% |
| 6M | +254.0% | -9.9% | +263.9% | +279.7% |
| YTD | +306.1% | -32.3% | +338.5% | +379.0% |
| 1Y | +312.3% | -25.3% | +337.6% | +374.5% |
| All | +312.3% | -28.0% | +340.2% | +374.5% |
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