-47.9%
ACM vs DAR
+54.9%
-102.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +5.4% | -9.9% | +15.3% | +5.4% |
| 30D | +15.1% | -16.4% | +31.5% | +15.4% |
| 3M | -10.5% | -17.1% | +6.6% | -10.5% |
| 6M | -19.7% | -20.5% | +0.8% | -19.1% |
| YTD | -28.8% | +39.4% | -68.2% | -41.0% |
| 1Y | -47.9% | +57.2% | -105.1% | -60.2% |
| All | -47.9% | +54.9% | -102.8% | -60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling