+447.1%
META vs ACN
+147.7%
+299.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.1% |
| 7D | +3.1% | -5.7% | +8.8% | +6.0% |
| 30D | -18.2% | +17.0% | -35.3% | -25.3% |
| 3M | +7.8% | +39.9% | -32.0% | -12.0% |
| 6M | +3.6% | +50.2% | -46.6% | -21.6% |
| YTD | -5.3% | -4.2% | -1.1% | -7.6% |
| 1Y | +2.7% | +4.3% | -1.6% | -6.0% |
| 3Y | +91.5% | -17.1% | +108.6% | +95.7% |
| 5Y | +84.7% | -26.5% | +111.2% | +104.9% |
| All | +447.1% | +147.7% | +299.4% | +185.9% |
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 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