-42.9%
ACN vs DT
-28.6%
-14.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.1% |
| 7D | -4.8% | -4.9% | 0.0% | -3.2% |
| 30D | +1.9% | +2.7% | -0.8% | +0.9% |
| 3M | +3.9% | +20.0% | -16.1% | -2.8% |
| 6M | -15.0% | +28.0% | -43.0% | -22.5% |
| YTD | -31.9% | +16.0% | -47.9% | -36.1% |
| 1Y | -28.5% | +0.7% | -29.2% | -30.1% |
| 3Y | -41.9% | +6.2% | -48.1% | -45.1% |
| 5Y | -42.9% | -28.1% | -14.7% | -46.1% |
| All | -42.9% | -28.6% | -14.2% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling