+3,047.2%
DELL vs ACN
+164.3%
+2,882.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.2% | -7.4% | -7.3% |
| 7D | +4.9% | -3.8% | +8.7% | +6.4% |
| 30D | -32.1% | +16.5% | -48.6% | -38.0% |
| 3M | -30.2% | +41.5% | -71.7% | -43.3% |
| 6M | +41.7% | +60.1% | -18.4% | +4.8% |
| YTD | +176.6% | -3.9% | +180.5% | +170.2% |
| 1Y | +159.9% | +4.1% | +155.8% | +140.6% |
| 3Y | +388.0% | -15.9% | +403.8% | +397.9% |
| 5Y | +578.2% | -26.3% | +604.5% | +637.9% |
| 10Y | +2,653.4% | +148.2% | +2,505.2% | +1,348.3% |
| All | +3,047.2% | +164.3% | +2,882.9% | +1,568.8% |
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