+92.0%
ACN vs D
+34.8%
+57.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -1.5% | +1.5% | -3.0% | -2.0% |
| 30D | +9.4% | -2.6% | +12.0% | +10.3% |
| 3M | +5.6% | 0.0% | +5.6% | +5.6% |
| 6M | -9.3% | +7.4% | -16.6% | -11.9% |
| YTD | -29.0% | +15.9% | -44.8% | -32.9% |
| 1Y | -24.7% | +18.1% | -42.8% | -29.6% |
| 3Y | -39.8% | +58.4% | -98.2% | -50.8% |
| 5Y | -40.9% | +5.2% | -46.1% | -43.2% |
| All | +92.0% | +34.8% | +57.2% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling