+2,361.1%
ACN vs DD
+425.8%
+1,935.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -4.0% | +3.2% | -7.3% | -5.2% |
| 30D | +19.0% | +20.3% | -1.3% | +11.1% |
| 3M | +42.2% | +8.2% | +34.0% | +37.4% |
| 6M | +50.1% | +3.4% | +46.7% | +46.6% |
| YTD | -2.7% | +30.6% | -33.4% | -13.6% |
| 1Y | +7.6% | +30.6% | -23.1% | -4.5% |
| 3Y | -15.9% | +91.1% | -107.0% | -36.7% |
| 5Y | -24.4% | +68.6% | -93.0% | -41.0% |
| 10Y | +151.4% | +99.9% | +51.5% | +72.1% |
| All | +2,361.1% | +425.8% | +1,935.4% | +892.0% |
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 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