+543.7%
ACN vs DG
+606.1%
-62.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.6% |
| 7D | -1.5% | +8.4% | -9.9% | -3.1% |
| 30D | +9.4% | +4.9% | +4.4% | +8.3% |
| 3M | +5.6% | +29.3% | -23.7% | +0.4% |
| 6M | -9.3% | -11.3% | +2.0% | -7.6% |
| YTD | -29.0% | +1.8% | -30.7% | -29.6% |
| 1Y | -24.7% | +25.3% | -50.0% | -28.6% |
| 3Y | -39.8% | +9.1% | -48.9% | -43.5% |
| 5Y | -40.9% | -34.9% | -6.0% | -37.7% |
| 10Y | +91.1% | +108.2% | -17.0% | +53.8% |
| All | +543.7% | +606.1% | -62.4% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling