+7.0%
ACN vs D
+16.2%
-9.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.3% |
| 7D | -2.5% | +0.8% | -3.3% | -2.6% |
| 30D | +22.6% | +10.7% | +11.9% | +21.8% |
| 3M | +45.9% | +2.3% | +43.6% | +44.3% |
| 6M | +43.8% | +12.5% | +31.3% | +42.9% |
| YTD | -2.5% | +20.1% | -22.6% | -1.1% |
| All | +7.0% | +16.2% | -9.2% | +7.9% |
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