+32.1%
GLW vs ACN
+5.8%
+26.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.4% | +11.6% | +7.8% |
| 7D | -5.9% | -2.5% | -3.4% | -7.0% |
| 30D | -26.0% | +22.6% | -48.6% | -14.9% |
| 3M | -29.9% | +45.9% | -75.8% | -7.9% |
| 6M | -37.8% | +43.8% | -81.6% | -8.4% |
| YTD | +33.1% | -2.5% | +35.6% | +83.8% |
| All | +32.1% | +5.8% | +26.3% | +83.8% |
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