+4,681.2%
DELL vs ACN
+95.5%
+4,585.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +3.2% |
| 7D | +14.9% | -1.5% | +16.4% | +15.7% |
| 30D | +13.3% | +9.4% | +3.9% | +7.7% |
| 3M | +24.4% | +5.6% | +18.7% | +16.6% |
| 6M | +258.0% | -9.3% | +267.3% | +265.1% |
| YTD | +320.2% | -29.0% | +349.2% | +391.1% |
| 1Y | +319.1% | -24.7% | +343.7% | +368.3% |
| 3Y | +706.5% | -39.8% | +746.4% | +904.7% |
| 5Y | +1,071.9% | -40.9% | +1,112.8% | +1,338.3% |
| 10Y | +4,683.5% | +91.1% | +4,592.4% | +2,935.9% |
| All | +4,681.2% | +95.5% | +4,585.8% | +2,933.3% |
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