+95.1%
META vs ACN
-11.6%
+106.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.1% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | -15.4% | +33.5% | -48.9% | -19.4% |
| 3M | +3.5% | +53.5% | -49.9% | -4.2% |
| 6M | -0.3% | +52.2% | -52.5% | -8.3% |
| YTD | -7.3% | -0.1% | -7.2% | -4.5% |
| 1Y | -1.1% | +11.0% | -12.1% | -2.5% |
| 3Y | +95.1% | -11.8% | +106.8% | +106.0% |
| All | +95.1% | -11.6% | +106.6% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling