-28.8%
ACN vs DG
+17.9%
-46.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.2% |
| 7D | -6.3% | -4.8% | -1.5% | -5.2% |
| 30D | -1.4% | +1.8% | -3.1% | -1.8% |
| 3M | +2.6% | +14.5% | -11.9% | +0.5% |
| 6M | -14.3% | -13.6% | -0.7% | -14.4% |
| YTD | -33.1% | -4.8% | -28.3% | -33.3% |
| 1Y | -28.8% | +21.6% | -50.4% | -30.7% |
| All | -28.8% | +17.9% | -46.7% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling