+444.1%
META vs ACN
+155.2%
+288.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.8% |
| 7D | +3.3% | +1.6% | +1.7% | +2.4% |
| 30D | -10.8% | +24.6% | -35.4% | -21.0% |
| 3M | +7.9% | +46.2% | -38.3% | -13.8% |
| 6M | +5.4% | +46.2% | -40.8% | -18.7% |
| YTD | -2.6% | -0.9% | -1.7% | -6.6% |
| 1Y | +1.9% | +8.8% | -6.9% | -8.9% |
| 3Y | +97.0% | -14.3% | +111.2% | +98.0% |
| 5Y | +97.6% | -22.6% | +120.3% | +113.2% |
| All | +444.1% | +155.2% | +288.9% | +179.1% |
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 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