-14.8%
ACN vs D
+74.4%
-89.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -4.0% | -2.4% | -1.6% | -3.7% |
| 30D | +19.0% | +9.0% | +10.0% | +17.8% |
| 3M | +42.2% | +1.0% | +41.2% | +41.7% |
| 6M | +50.1% | +11.0% | +39.2% | +48.0% |
| YTD | -2.7% | +19.8% | -22.5% | -5.0% |
| 1Y | +7.6% | +16.0% | -8.4% | +5.4% |
| All | -14.8% | +74.4% | -89.2% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling