+766.4%
DIA vs ACN
+1,705.6%
-939.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.6% |
| 7D | -0.2% | -1.5% | +1.3% | +0.3% |
| 30D | -1.5% | +9.4% | -10.9% | -4.7% |
| 3M | +3.8% | +5.6% | -1.9% | 0.0% |
| 6M | +10.3% | -9.3% | +19.5% | +11.1% |
| YTD | +12.1% | -29.0% | +41.1% | +22.3% |
| 1Y | +18.6% | -24.7% | +43.3% | +26.2% |
| 3Y | +60.6% | -39.8% | +100.5% | +82.0% |
| 5Y | +64.4% | -40.9% | +105.3% | +84.5% |
| 10Y | +250.1% | +91.1% | +159.0% | +161.0% |
| All | +766.4% | +1,705.6% | -939.2% | +218.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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