+748.5%
DIA vs ACN
+2,419.8%
-1,671.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | +0.9% | +1.6% | -0.6% | +0.4% |
| 30D | +1.1% | +24.6% | -23.5% | -6.4% |
| 3M | -2.9% | +46.2% | -49.1% | -15.8% |
| 6M | +5.9% | +46.2% | -40.3% | -10.1% |
| YTD | +9.8% | -0.9% | +10.7% | +5.7% |
| 1Y | +11.7% | +8.8% | +3.0% | +3.8% |
| 3Y | +59.5% | -14.3% | +73.8% | +58.5% |
| 5Y | +57.5% | -22.6% | +80.2% | +59.8% |
| 10Y | +235.9% | +153.7% | +82.2% | +124.8% |
| All | +748.5% | +2,419.8% | -1,671.3% | +175.5% |
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