+25.9%
ACN vs DFNS
-100.0%
+125.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -2.3% |
| 7D | -2.5% | -42.8% | +40.3% | -2.4% |
| 30D | +22.6% | -67.6% | +90.2% | +22.9% |
| 3M | +45.9% | -94.9% | +140.8% | +46.7% |
| 6M | +43.8% | -96.7% | +140.6% | +43.4% |
| YTD | -2.5% | -99.6% | +97.2% | -2.8% |
| 1Y | +6.5% | -99.7% | +106.2% | +6.1% |
| 3Y | -14.2% | -100.0% | +85.8% | -16.0% |
| 5Y | -24.4% | -100.0% | +75.5% | -24.7% |
| All | +25.9% | -100.0% | +125.8% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling