+374.8%
META vs ACN
+91.6%
+283.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +2.8% |
| 7D | +6.7% | -1.5% | +8.2% | +7.5% |
| 30D | +4.8% | +9.4% | -4.6% | -0.5% |
| 3M | -1.6% | +5.6% | -7.3% | -6.8% |
| 6M | -7.5% | -9.3% | +1.8% | -6.0% |
| YTD | -6.4% | -29.0% | +22.6% | +9.1% |
| 1Y | -17.3% | -24.7% | +7.3% | -8.5% |
| 3Y | +109.9% | -39.8% | +149.8% | +159.9% |
| 5Y | +65.4% | -40.9% | +106.3% | +107.5% |
| All | +374.8% | +91.6% | +283.2% | +206.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling