-100.0%
DFNS vs ACM
+90.4%
-190.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | 0.0% | -12.3% | -12.2% |
| 7D | -44.0% | +5.4% | -49.4% | -44.3% |
| 30D | -69.1% | +15.1% | -84.2% | -69.6% |
| 3M | -95.6% | -10.5% | -85.2% | -95.6% |
| 6M | -96.2% | -19.7% | -76.5% | -96.2% |
| YTD | -99.6% | -28.8% | -70.8% | -99.6% |
| 1Y | -99.7% | -47.9% | -51.9% | -99.8% |
| 3Y | -100.0% | -12.4% | -87.6% | -100.0% |
| 5Y | -100.0% | +0.6% | -100.5% | -100.0% |
| All | -100.0% | +90.4% | -190.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling