+7.7%
DIS vs ACN
+5.8%
+1.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.3% |
| 7D | +5.3% | -2.5% | +7.8% | +5.6% |
| 30D | +10.2% | +22.6% | -12.4% | +8.0% |
| 3M | +13.5% | +45.9% | -32.4% | +8.9% |
| 6M | +11.1% | +43.8% | -32.7% | +6.6% |
| YTD | +5.5% | -2.5% | +8.0% | +9.0% |
| All | +7.7% | +5.8% | +1.9% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling