+93.1%
META vs ACN
-24.3%
+117.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +6.0% |
| 7D | +5.7% | -2.5% | +8.2% | +6.6% |
| 30D | -10.8% | +22.6% | -33.4% | -18.7% |
| 3M | +8.4% | +45.9% | -37.5% | -9.9% |
| 6M | +5.4% | +43.8% | -38.4% | -13.8% |
| YTD | -2.6% | -2.5% | -0.1% | -1.5% |
| 1Y | +3.5% | +6.5% | -3.0% | -2.3% |
| 3Y | +102.0% | -14.2% | +116.2% | +108.0% |
| 5Y | +93.1% | -24.4% | +117.5% | +113.0% |
| All | +93.1% | -24.3% | +117.3% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling