-24.7%
ACN vs DVA
+35.1%
-59.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.2% |
| 7D | -1.5% | +1.8% | -3.4% | -1.4% |
| 30D | +9.4% | -2.5% | +11.9% | +9.1% |
| 3M | +5.6% | -4.3% | +9.9% | +6.3% |
| 6M | -9.3% | +18.9% | -28.1% | -5.0% |
| YTD | -29.0% | +61.9% | -90.9% | -20.5% |
| 1Y | -24.7% | +35.7% | -60.4% | -12.0% |
| All | -24.7% | +35.1% | -59.8% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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