+1,592.1%
ACN vs DGX
+802.7%
+789.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.3% | -2.2% | -4.1% | -5.5% |
| 30D | -1.4% | -0.9% | -0.5% | -1.0% |
| 3M | +2.6% | +15.6% | -13.0% | -2.7% |
| 6M | -14.3% | +17.8% | -32.1% | -19.5% |
| YTD | -33.1% | +37.5% | -70.6% | -40.8% |
| 1Y | -28.8% | +31.2% | -60.0% | -36.1% |
| 3Y | -43.0% | +96.6% | -139.5% | -56.7% |
| 5Y | -44.0% | +64.9% | -108.9% | -55.0% |
| 10Y | +88.5% | +254.6% | -166.1% | +11.6% |
| All | +1,592.1% | +802.7% | +789.4% | +581.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling