+55.0%
MSFT vs ACN
-39.1%
+94.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.3% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | +2.7% | +9.4% | -6.7% | +0.6% |
| 3M | +17.0% | +5.6% | +11.3% | +14.3% |
| 6M | +23.8% | -9.3% | +33.1% | +25.4% |
| YTD | +4.0% | -29.0% | +33.0% | +11.4% |
| 1Y | -0.8% | -24.7% | +23.8% | +4.4% |
| All | +55.0% | -39.1% | +94.1% | +67.6% |
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