+11.9%
ACN vs DT
-5.1%
+17.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.0% |
| 7D | +8.6% | -25.5% | +34.1% | +21.9% |
| 30D | +36.6% | -22.3% | +58.9% | +49.6% |
| 3M | +56.3% | +2.3% | +54.0% | +49.4% |
| 6M | +49.7% | +20.7% | +29.0% | +31.1% |
| YTD | +1.3% | +7.9% | -6.6% | -10.8% |
| 1Y | +11.9% | -5.7% | +17.7% | +0.4% |
| All | +11.9% | -5.1% | +17.1% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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