+461.5%
INTC vs ACN
+1,705.6%
-1,244.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.3% | +7.8% | +5.9% |
| 7D | +7.1% | -1.5% | +8.6% | +7.7% |
| 30D | -5.2% | +9.4% | -14.6% | -9.3% |
| 3M | -14.3% | +5.6% | -19.9% | -20.4% |
| 6M | +110.2% | -9.3% | +119.4% | +105.7% |
| YTD | +159.6% | -29.0% | +188.6% | +181.8% |
| 1Y | +289.3% | -24.7% | +313.9% | +308.0% |
| 3Y | +166.1% | -39.8% | +205.9% | +208.6% |
| 5Y | +94.4% | -40.9% | +135.3% | +125.4% |
| 10Y | +227.7% | +91.1% | +136.6% | +119.0% |
| All | +461.5% | +1,705.6% | -1,244.1% | +20.6% |
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