+5.6%
META vs ACN
+5.0%
+0.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +5.2% | -3.8% | +9.0% | +5.2% |
| 30D | -13.0% | +16.5% | -29.5% | -13.3% |
| 3M | +7.9% | +41.5% | -33.5% | +7.0% |
| 6M | +4.2% | +60.1% | -55.8% | +2.3% |
| YTD | -2.5% | -3.9% | +1.4% | -4.4% |
| 1Y | +5.6% | +4.1% | +1.5% | +5.0% |
| All | +5.6% | +5.0% | +0.6% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling