+2,408.2%
ACN vs DD
+430.0%
+1,978.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +1.6% | +2.2% | -0.7% | +0.6% |
| 30D | +24.6% | +20.7% | +4.0% | +16.2% |
| 3M | +46.2% | +11.3% | +34.9% | +39.9% |
| 6M | +46.2% | +6.0% | +40.2% | +41.5% |
| YTD | -0.9% | +31.7% | -32.6% | -12.2% |
| 1Y | +8.8% | +32.2% | -23.5% | -3.9% |
| 3Y | -14.3% | +92.7% | -106.9% | -35.6% |
| 5Y | -22.6% | +72.1% | -94.7% | -40.1% |
| 10Y | +153.7% | +99.7% | +54.1% | +73.8% |
| All | +2,408.2% | +430.0% | +1,978.2% | +908.1% |
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 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