-99.9%
DFNS vs ACM
+5.0%
-104.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -16.0% | -3.7% | -12.3% | -15.6% |
| 30D | -77.7% | -11.1% | -66.6% | -77.3% |
| 3M | -77.2% | -8.0% | -69.2% | -77.0% |
| 6M | -95.2% | -29.7% | -65.5% | -95.2% |
| YTD | -98.0% | -29.4% | -68.6% | -98.0% |
| 1Y | -98.3% | -46.4% | -51.8% | -98.4% |
| 3Y | -99.9% | -22.3% | -77.5% | -99.9% |
| All | -99.9% | +5.0% | -104.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling