-24.7%
ACN vs DOW
+30.0%
-54.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -2.9% |
| 7D | -1.5% | -2.4% | +0.9% | -1.2% |
| 30D | +9.4% | +0.4% | +9.0% | +9.1% |
| 3M | +5.6% | -14.4% | +20.0% | +7.5% |
| 6M | -9.3% | -7.0% | -2.3% | -10.4% |
| YTD | -29.0% | +30.2% | -59.2% | -35.2% |
| 1Y | -24.7% | +29.2% | -53.9% | -31.4% |
| All | -24.7% | +30.0% | -54.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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