-43.5%
ACN vs DVA
+40.8%
-84.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -7.9% | -0.2% | -7.7% | -7.9% |
| 30D | -1.1% | +1.7% | -2.7% | -1.2% |
| 3M | +5.6% | -8.7% | +14.3% | +6.3% |
| 6M | -9.9% | +19.7% | -29.6% | -11.7% |
| YTD | -32.3% | +59.6% | -91.9% | -36.1% |
| 1Y | -25.3% | +37.1% | -62.4% | -27.9% |
| 3Y | -42.3% | +89.8% | -132.0% | -47.1% |
| 5Y | -43.5% | +47.4% | -90.8% | -46.2% |
| All | -43.5% | +40.8% | -84.3% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling