+79.1%
META vs ACN
-21.5%
+100.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -3.1% | +7.3% | -10.4% | -5.9% |
| 30D | -18.1% | +38.2% | -56.3% | -29.0% |
| 3M | +2.9% | +56.6% | -53.7% | -16.9% |
| 6M | +0.2% | +51.1% | -50.9% | -19.8% |
| YTD | -8.1% | +1.7% | -9.8% | -8.5% |
| 1Y | -4.5% | +10.1% | -14.6% | -10.7% |
| 3Y | +94.2% | -10.3% | +104.5% | +96.4% |
| 5Y | +79.1% | -21.4% | +100.5% | +94.9% |
| All | +79.1% | -21.5% | +100.6% | +94.9% |
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