-5.5%
DT vs ACI
-23.0%
+17.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | -5.4% | -5.3% | -0.1% | -5.2% |
| 30D | -32.2% | +5.0% | -37.2% | -32.0% |
| 3M | -10.9% | +7.5% | -18.4% | -10.8% |
| 6M | +10.0% | -16.0% | +26.0% | +9.4% |
| YTD | +2.1% | -20.6% | +22.7% | +2.4% |
| 1Y | -5.5% | -23.5% | +18.0% | -3.6% |
| All | -5.5% | -23.0% | +17.5% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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