-39.9%
ACN vs DD
+46.1%
-86.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -1.5% | -3.5% | +2.0% | -0.8% |
| 30D | +9.4% | -10.3% | +19.7% | +11.7% |
| 3M | +5.6% | -7.5% | +13.2% | +7.1% |
| 6M | -9.3% | -8.0% | -1.2% | -8.4% |
| YTD | -29.0% | +10.5% | -39.4% | -32.1% |
| 1Y | -24.7% | +38.3% | -62.9% | -32.6% |
| All | -39.9% | +46.1% | -86.1% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling