+1,697.2%
ACN vs D
+504.0%
+1,193.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.7% |
| 7D | -1.5% | +0.4% | -2.0% | -1.7% |
| 30D | +9.4% | -3.6% | +12.9% | +11.0% |
| 3M | +5.6% | -1.0% | +6.6% | +6.0% |
| 6M | -9.3% | +6.3% | -15.5% | -12.2% |
| YTD | -29.0% | +14.7% | -43.7% | -33.6% |
| 1Y | -24.7% | +16.9% | -41.6% | -30.4% |
| 3Y | -39.8% | +56.8% | -96.6% | -52.4% |
| 5Y | -40.9% | +5.2% | -46.1% | -44.8% |
| 10Y | +91.1% | +35.9% | +55.3% | +51.8% |
| All | +1,697.2% | +504.0% | +1,193.3% | +571.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling