-22.5%
ACN vs DFNS
-100.0%
+77.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -12.2% | +10.5% | -1.7% |
| 7D | +0.9% | -44.0% | +44.9% | +1.0% |
| 30D | +33.5% | -69.1% | +102.7% | +33.8% |
| 3M | +53.5% | -95.6% | +149.1% | +54.3% |
| 6M | +52.2% | -96.2% | +148.4% | +51.7% |
| YTD | -0.1% | -99.6% | +99.5% | -0.5% |
| 1Y | +11.0% | -99.7% | +110.8% | +10.6% |
| 3Y | -11.8% | -100.0% | +88.2% | -14.0% |
| All | -22.5% | -100.0% | +77.5% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling