+73.5%
MSFT vs ACN
-40.9%
+114.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -0.7% |
| 7D | -2.7% | -1.5% | -1.2% | -2.1% |
| 30D | +2.7% | +9.4% | -6.7% | -1.1% |
| 3M | +17.0% | +5.6% | +11.3% | +12.5% |
| 6M | +23.8% | -9.3% | +33.1% | +27.2% |
| YTD | +4.0% | -29.0% | +33.0% | +19.3% |
| 1Y | -0.8% | -24.7% | +23.8% | +9.4% |
| 3Y | +55.6% | -39.8% | +95.4% | +84.8% |
| All | +73.5% | -40.9% | +114.4% | +98.1% |
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