+1,697.2%
ACN vs DVA
+2,369.7%
-672.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.6% |
| 7D | -1.5% | +1.8% | -3.4% | -2.0% |
| 30D | +9.4% | -2.5% | +11.9% | +9.9% |
| 3M | +5.6% | -4.3% | +9.9% | +6.2% |
| 6M | -9.3% | +18.9% | -28.1% | -14.6% |
| YTD | -29.0% | +61.9% | -90.9% | -39.3% |
| 1Y | -24.7% | +35.7% | -60.4% | -32.6% |
| 3Y | -39.8% | +78.6% | -118.5% | -51.7% |
| 5Y | -40.9% | +39.2% | -80.1% | -50.9% |
| 10Y | +91.1% | +184.0% | -92.9% | +20.8% |
| All | +1,697.2% | +2,369.7% | -672.4% | +510.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling