+362.4%
IBM vs ACN
+1,705.6%
-1,343.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.4% |
| 7D | -0.3% | -1.5% | +1.2% | +0.3% |
| 30D | +0.3% | +9.4% | -9.1% | -3.5% |
| 3M | -21.6% | +5.6% | -27.3% | -24.1% |
| 6M | -4.7% | -9.3% | +4.6% | -1.8% |
| YTD | -19.1% | -29.0% | +9.9% | -8.0% |
| 1Y | -2.5% | -24.7% | +22.2% | +7.7% |
| 3Y | +74.2% | -39.8% | +114.0% | +108.5% |
| 5Y | +113.1% | -40.9% | +154.1% | +150.9% |
| 10Y | +133.5% | +91.1% | +42.4% | +73.4% |
| All | +362.4% | +1,705.6% | -1,343.2% | +46.4% |
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