-25.4%
ACN vs D
+18.4%
-43.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -1.5% | +1.5% | -3.0% | -1.4% |
| 30D | +9.4% | -2.6% | +12.0% | +9.2% |
| 3M | +5.6% | 0.0% | +5.6% | +5.7% |
| 6M | -9.3% | +7.4% | -16.6% | -9.2% |
| YTD | -29.0% | +15.9% | -44.8% | -27.8% |
| All | -25.4% | +18.4% | -43.8% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling