+1,563.7%
META vs ACN
+488.6%
+1,075.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | -0.4% |
| 7D | +2.9% | +8.6% | -5.7% | -1.3% |
| 30D | -15.1% | +36.6% | -51.7% | -28.0% |
| 3M | +7.2% | +56.3% | -49.1% | -16.7% |
| 6M | +3.4% | +49.7% | -46.3% | -20.6% |
| YTD | -4.3% | +1.3% | -5.6% | -9.8% |
| 1Y | +0.8% | +11.9% | -11.2% | -11.3% |
| 3Y | +102.2% | -10.6% | +112.8% | +97.2% |
| 5Y | +89.4% | -21.3% | +110.7% | +100.8% |
| 10Y | +426.7% | +166.2% | +260.5% | +185.0% |
| All | +1,563.7% | +488.6% | +1,075.1% | +636.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling