-40.3%
ACI vs DAR
+13.3%
-53.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | +5.9% | +12.8% | -6.9% | +4.5% |
| 3M | -19.8% | +7.4% | -27.1% | -20.4% |
| 6M | -24.7% | +22.3% | -47.0% | -26.4% |
| YTD | -24.4% | +81.1% | -105.5% | -29.2% |
| 1Y | -31.5% | +106.5% | -138.0% | -36.8% |
| All | -40.3% | +13.3% | -53.6% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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