+384.5%
IBM vs ACN
+2,379.5%
-1,995.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +1.4% |
| 7D | -2.5% | -2.5% | 0.0% | -1.6% |
| 30D | +8.4% | +22.6% | -14.3% | -0.8% |
| 3M | +4.5% | +45.9% | -41.5% | -11.7% |
| 6M | +7.9% | +43.8% | -35.9% | -9.0% |
| YTD | -15.2% | -2.5% | -12.8% | -16.4% |
| 1Y | -17.6% | +6.5% | -24.1% | -21.7% |
| 3Y | +82.1% | -14.2% | +96.2% | +86.3% |
| 5Y | +143.3% | -24.4% | +167.8% | +156.0% |
| 10Y | +149.9% | +156.3% | -6.4% | +62.4% |
| All | +384.5% | +2,379.5% | -1,995.0% | +33.0% |
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