+1,697.2%
ACN vs DD
+344.6%
+1,352.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -1.5% | -3.5% | +2.0% | -0.3% |
| 30D | +9.4% | -10.3% | +19.7% | +13.5% |
| 3M | +5.6% | -7.5% | +13.2% | +8.2% |
| 6M | -9.3% | -8.0% | -1.2% | -7.9% |
| YTD | -29.0% | +10.5% | -39.4% | -32.7% |
| 1Y | -24.7% | +38.3% | -62.9% | -34.5% |
| 3Y | -39.8% | +42.5% | -82.3% | -49.5% |
| 5Y | -40.9% | +60.2% | -101.1% | -53.0% |
| 10Y | +91.1% | +68.9% | +22.3% | +39.6% |
| All | +1,697.2% | +344.6% | +1,352.6% | +672.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling