+131.9%
ACN vs GDDY
+381.9%
-250.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.2% |
| 7D | -7.9% | -7.0% | -0.9% | -5.7% |
| 30D | -1.1% | +6.2% | -7.3% | -3.3% |
| 3M | +5.6% | +20.0% | -14.4% | -1.6% |
| 6M | -9.9% | +6.8% | -16.8% | -12.9% |
| YTD | -32.3% | -22.3% | -10.0% | -28.0% |
| 1Y | -25.3% | -33.5% | +8.2% | -16.8% |
| 3Y | -42.3% | +29.2% | -71.5% | -48.5% |
| 5Y | -43.5% | +28.1% | -71.5% | -49.9% |
| 10Y | +90.8% | +200.2% | -109.4% | +41.8% |
| All | +131.9% | +381.9% | -250.0% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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