-100.0%
DFNS vs ACM
+100.3%
-200.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.2% | -8.2% | -3.5% |
| 7D | -42.8% | +6.9% | -49.7% | -43.2% |
| 30D | -67.6% | +19.1% | -86.6% | -68.2% |
| 3M | -94.9% | -6.9% | -87.9% | -94.8% |
| 6M | -96.7% | -12.0% | -84.7% | -96.7% |
| YTD | -99.6% | -25.1% | -74.5% | -99.6% |
| 1Y | -99.7% | -45.4% | -54.3% | -99.8% |
| 3Y | -100.0% | -6.9% | -93.1% | -100.0% |
| 5Y | -100.0% | +3.7% | -103.7% | -100.0% |
| All | -100.0% | +100.3% | -200.3% | -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