+156.3%
ACN vs D
+42.1%
+114.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.2% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | +22.6% | +10.7% | +11.9% | +18.6% |
| 3M | +45.9% | +2.3% | +43.6% | +44.8% |
| 6M | +43.8% | +12.5% | +31.3% | +37.9% |
| YTD | -2.5% | +20.1% | -22.6% | -9.0% |
| 1Y | +6.5% | +15.6% | -9.1% | +0.5% |
| 3Y | -14.2% | +75.2% | -89.3% | -32.2% |
| 5Y | -24.4% | +14.6% | -39.0% | -29.6% |
| 10Y | +156.3% | +43.8% | +112.6% | +125.3% |
| All | +156.3% | +42.1% | +114.2% | +125.3% |
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