-20.7%
ACM vs DAR
+6.3%
-27.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -3.7% | +1.4% | -5.1% | -4.0% |
| 30D | -11.1% | +12.8% | -23.9% | -12.8% |
| 3M | -8.0% | +7.4% | -15.3% | -9.3% |
| 6M | -29.7% | +22.3% | -51.9% | -32.3% |
| YTD | -29.4% | +81.1% | -110.5% | -36.6% |
| 1Y | -46.4% | +106.5% | -152.9% | -53.2% |
| All | -20.7% | +6.3% | -27.0% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling