-100.0%
DFNS vs ACM
+101.5%
-201.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.6% | +12.2% | +12.8% |
| 7D | -37.0% | +6.6% | -43.6% | -37.4% |
| 30D | -63.4% | +19.8% | -83.2% | -64.1% |
| 3M | -94.1% | -3.1% | -90.9% | -94.0% |
| 6M | -96.3% | -11.5% | -84.8% | -96.3% |
| YTD | -99.6% | -24.7% | -74.9% | -99.6% |
| 1Y | -99.7% | -45.1% | -54.7% | -99.7% |
| 3Y | -100.0% | -8.9% | -91.1% | -100.0% |
| 5Y | -100.0% | +5.4% | -105.4% | -100.0% |
| All | -100.0% | +101.5% | -201.5% | -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