+1,106.2%
DELL vs ACN
-44.1%
+1,150.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | +8.7% | -6.3% | +15.1% | +11.3% |
| 30D | +16.9% | -1.4% | +18.3% | +17.0% |
| 3M | +40.4% | +2.6% | +37.9% | +35.9% |
| 6M | +267.1% | -14.3% | +281.4% | +288.1% |
| YTD | +329.1% | -33.1% | +362.2% | +411.8% |
| 1Y | +346.9% | -28.8% | +375.7% | +411.9% |
| 3Y | +696.6% | -43.0% | +739.6% | +902.5% |
| 5Y | +1,106.2% | -44.0% | +1,150.2% | +1,331.2% |
| All | +1,106.2% | -44.1% | +1,150.3% | +1,331.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling