+40.6%
GLW vs ACN
+10.1%
+30.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.8% | -9.7% | -3.5% |
| 7D | -9.5% | +8.6% | -18.0% | -4.4% |
| 30D | -25.5% | +36.6% | -62.1% | -8.3% |
| 3M | -25.6% | +56.3% | -81.9% | +1.9% |
| 6M | -25.5% | +49.7% | -75.2% | +12.2% |
| YTD | +36.4% | +1.3% | +35.0% | +92.0% |
| 1Y | +40.6% | +11.9% | +28.7% | +99.8% |
| All | +40.6% | +10.1% | +30.5% | +99.8% |
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 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