+93.1%
ACN vs DD
+66.6%
+26.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.5% |
| 7D | -1.5% | -3.5% | +2.0% | -0.2% |
| 30D | +2.1% | -11.7% | +13.7% | +6.9% |
| 3M | +11.1% | -9.2% | +20.3% | +14.9% |
| 6M | -6.8% | -7.2% | +0.3% | -5.7% |
| YTD | -30.0% | +6.6% | -36.7% | -33.4% |
| 1Y | -23.1% | +32.0% | -55.1% | -33.3% |
| 3Y | -40.4% | +42.1% | -82.5% | -51.4% |
| 5Y | -41.6% | +58.1% | -99.6% | -55.2% |
| All | +93.1% | +66.6% | +26.5% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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