+798.3%
ACN vs DG
+631.4%
+166.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.5% |
| 7D | +1.6% | +5.2% | -3.7% | +0.5% |
| 30D | +24.6% | +7.9% | +16.7% | +22.8% |
| 3M | +46.2% | +12.7% | +33.5% | +42.7% |
| 6M | +46.2% | +22.4% | +23.7% | +40.2% |
| YTD | -0.9% | +5.4% | -6.3% | -2.5% |
| 1Y | +8.8% | +39.4% | -30.6% | +1.1% |
| 3Y | -14.3% | +24.1% | -38.4% | -21.8% |
| 5Y | -22.6% | -32.2% | +9.5% | -19.1% |
| 10Y | +153.7% | +111.8% | +41.9% | +103.5% |
| All | +798.3% | +631.4% | +166.9% | +440.0% |
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