+135.8%
ACM vs DAR
+288.2%
-152.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.5% | +3.6% |
| 7D | +6.9% | -2.8% | +9.7% | +7.9% |
| 30D | +19.1% | -12.8% | +31.9% | +24.5% |
| 3M | -6.9% | -11.6% | +4.6% | -3.8% |
| 6M | -12.0% | -16.8% | +4.7% | -7.7% |
| YTD | -25.1% | +45.9% | -71.0% | -36.7% |
| 1Y | -45.4% | +61.5% | -106.9% | -55.6% |
| 3Y | -6.9% | +23.0% | -29.9% | -21.9% |
| 5Y | +3.7% | -35.8% | +39.6% | +9.8% |
| 10Y | +135.8% | +280.4% | -144.6% | -6.4% |
| All | +135.8% | +288.2% | -152.5% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling