+93.1%
ACN vs DGX
+255.3%
-162.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +2.7% |
| 7D | -1.5% | -0.9% | -0.6% | -1.1% |
| 30D | +2.1% | -1.2% | +3.2% | +2.6% |
| 3M | +11.1% | +15.8% | -4.7% | +4.5% |
| 6M | -6.8% | +18.2% | -25.0% | -13.3% |
| YTD | -30.0% | +37.2% | -67.2% | -39.1% |
| 1Y | -23.1% | +30.4% | -53.5% | -31.9% |
| 3Y | -40.4% | +96.7% | -137.1% | -57.0% |
| 5Y | -41.6% | +67.2% | -108.7% | -55.1% |
| All | +93.1% | +255.3% | -162.3% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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