+425.7%
META vs ACN
+159.3%
+266.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +6.3% |
| 7D | +5.7% | -2.5% | +8.2% | +6.8% |
| 30D | -10.8% | +22.6% | -33.4% | -20.4% |
| 3M | +8.4% | +45.9% | -37.5% | -13.4% |
| 6M | +5.4% | +43.8% | -38.4% | -18.0% |
| YTD | -2.6% | -2.5% | -0.1% | -5.8% |
| 1Y | +3.5% | +6.5% | -3.0% | -6.4% |
| 3Y | +102.0% | -14.2% | +116.2% | +102.0% |
| 5Y | +93.1% | -24.4% | +117.5% | +111.0% |
| 10Y | +425.7% | +156.3% | +269.3% | +176.0% |
| All | +425.7% | +159.3% | +266.4% | +176.0% |
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