-22.6%
ACN vs DD
+70.0%
-92.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | +1.6% | +2.2% | -0.7% | +0.7% |
| 30D | +24.6% | +20.7% | +4.0% | +16.8% |
| 3M | +46.2% | +11.3% | +34.9% | +40.5% |
| 6M | +46.2% | +6.0% | +40.2% | +42.1% |
| YTD | -0.9% | +31.7% | -32.6% | -12.8% |
| 1Y | +8.8% | +32.2% | -23.5% | -4.6% |
| 3Y | -14.3% | +92.7% | -106.9% | -39.0% |
| 5Y | -22.6% | +72.1% | -94.7% | -43.8% |
| All | -22.6% | +70.0% | -92.6% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling