+65.7%
INTC vs ACN
-14.9%
+80.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.9% | +9.4% | +7.3% |
| 7D | +7.3% | -4.0% | +11.3% | +6.8% |
| 30D | -38.3% | +19.0% | -57.3% | -37.5% |
| 3M | -36.0% | +42.2% | -78.2% | -34.7% |
| 6M | -51.7% | +50.1% | -101.9% | -49.6% |
| YTD | +69.4% | -2.7% | +72.1% | +106.5% |
| 1Y | +65.0% | +7.6% | +57.4% | +90.2% |
| All | +65.7% | -14.9% | +80.6% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling