+2,330.4%
ACN vs DVA
+2,243.1%
+87.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.8% | -8.8% | +4.9% | -1.7% |
| 30D | +16.5% | -3.4% | +19.9% | +17.4% |
| 3M | +41.5% | -2.6% | +44.0% | +42.0% |
| 6M | +60.1% | -11.9% | +72.0% | +63.6% |
| YTD | -3.9% | +53.6% | -57.6% | -17.1% |
| 1Y | +4.1% | +41.9% | -37.8% | -8.1% |
| 3Y | -15.9% | +97.5% | -113.4% | -33.9% |
| 5Y | -26.3% | +65.0% | -91.3% | -42.0% |
| 10Y | +148.2% | +193.2% | -45.0% | +54.7% |
| All | +2,330.4% | +2,243.1% | +87.3% | +734.3% |
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