+9.0%
MSFT vs ACN
+10.1%
-1.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.8% | +2.9% | +6.1% |
| 7D | +4.7% | +8.6% | -3.9% | +3.4% |
| 30D | +5.8% | +36.6% | -30.7% | +0.5% |
| 3M | +13.0% | +56.3% | -43.3% | +4.2% |
| 6M | +34.9% | +49.7% | -14.8% | +24.3% |
| YTD | +15.7% | +1.3% | +14.3% | +12.1% |
| 1Y | +9.0% | +11.9% | -3.0% | +7.3% |
| All | +9.0% | +10.1% | -1.1% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling