+382.3%
IBM vs ACN
+2,439.2%
-2,056.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | -5.0% | +0.9% | -5.8% | -5.3% |
| 30D | +11.1% | +33.5% | -22.4% | -1.8% |
| 3M | +5.7% | +53.5% | -47.8% | -12.5% |
| 6M | +10.1% | +52.2% | -42.1% | -9.2% |
| YTD | -15.6% | -0.1% | -15.5% | -17.5% |
| 1Y | -19.5% | +11.0% | -30.6% | -24.8% |
| 3Y | +80.4% | -11.8% | +92.2% | +82.6% |
| 5Y | +140.0% | -22.8% | +162.8% | +150.4% |
| 10Y | +155.0% | +162.4% | -7.5% | +64.1% |
| All | +382.3% | +2,439.2% | -2,056.9% | +31.2% |
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 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