-44.0%
ACN vs DD
+59.3%
-103.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.9% |
| 7D | -6.3% | -3.8% | -2.6% | -5.1% |
| 30D | -1.4% | -9.2% | +7.9% | +1.8% |
| 3M | +2.6% | -9.0% | +11.6% | +5.5% |
| 6M | -14.3% | -5.0% | -9.3% | -14.2% |
| YTD | -33.1% | +7.4% | -40.5% | -36.7% |
| 1Y | -28.8% | +35.1% | -63.9% | -39.0% |
| 3Y | -43.0% | +43.2% | -86.2% | -53.9% |
| 5Y | -44.0% | +59.6% | -103.7% | -58.0% |
| All | -44.0% | +59.3% | -103.3% | -58.0% |
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