-24.4%
ACN vs DT
-42.7%
+18.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.8% |
| 7D | -2.5% | -20.2% | +17.7% | +4.6% |
| 30D | +22.6% | -30.8% | +53.4% | +37.5% |
| 3M | +45.9% | -10.2% | +56.1% | +49.5% |
| 6M | +43.8% | +8.0% | +35.8% | +37.5% |
| YTD | -2.5% | +1.5% | -3.9% | -5.4% |
| 1Y | +6.5% | -6.9% | +13.4% | +5.9% |
| 3Y | -14.2% | -10.9% | -3.3% | -14.9% |
| 5Y | -24.4% | -42.2% | +17.8% | -23.1% |
| All | -24.4% | -42.7% | +18.3% | -23.1% |
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