+7.6%
ACN vs DT
+103.5%
-95.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.8% |
| 7D | -1.5% | -3.3% | +1.8% | -0.6% |
| 30D | +9.4% | +2.0% | +7.3% | +8.6% |
| 3M | +5.6% | +20.0% | -14.4% | -0.4% |
| 6M | -9.3% | +39.3% | -48.5% | -18.4% |
| YTD | -29.0% | +19.8% | -48.7% | -33.4% |
| 1Y | -24.7% | +4.3% | -28.9% | -26.7% |
| 3Y | -39.8% | +7.7% | -47.5% | -42.9% |
| 5Y | -40.9% | -26.8% | -14.1% | -41.2% |
| All | +7.6% | +103.5% | -95.9% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling