+93.4%
META vs ACN
-10.0%
+103.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.0% |
| 7D | -3.1% | +7.3% | -10.4% | -4.1% |
| 30D | -18.1% | +38.2% | -56.3% | -22.4% |
| 3M | +2.9% | +56.6% | -53.7% | -5.1% |
| 6M | +0.2% | +51.1% | -50.9% | -7.5% |
| YTD | -8.1% | +1.7% | -9.8% | -5.5% |
| 1Y | -4.5% | +10.1% | -14.6% | -5.1% |
| All | +93.4% | -10.0% | +103.4% | +103.8% |
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