-13.7%
ACN vs DFNS
-99.9%
+86.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.8% |
| 7D | -6.3% | +4.6% | -11.0% | -6.3% |
| 30D | -1.4% | -73.9% | +72.5% | -1.2% |
| 3M | +2.6% | -71.7% | +74.3% | +1.9% |
| 6M | -14.3% | -94.6% | +80.3% | -14.8% |
| YTD | -33.1% | -98.1% | +65.0% | -33.6% |
| 1Y | -28.8% | -98.3% | +69.5% | -29.3% |
| 3Y | -43.0% | -99.9% | +56.9% | -44.4% |
| 5Y | -44.0% | -99.9% | +55.9% | -44.3% |
| All | -13.7% | -99.9% | +86.2% | -11.4% |
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