+116.0%
INTC vs ACN
-44.1%
+160.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 7D | +18.0% | -6.3% | +24.3% | +19.4% |
| 30D | +8.9% | -1.4% | +10.3% | +8.8% |
| 3M | -1.6% | +2.6% | -4.1% | -3.0% |
| 6M | +133.1% | -14.3% | +147.4% | +145.5% |
| YTD | +187.9% | -33.1% | +221.0% | +240.8% |
| 1Y | +334.7% | -28.8% | +363.5% | +392.3% |
| 3Y | +184.2% | -43.0% | +227.1% | +259.4% |
| 5Y | +116.0% | -44.0% | +160.0% | +161.1% |
| All | +116.0% | -44.1% | +160.1% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling