-9.7%
ACM vs DAR
+32.2%
-41.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | +5.1% | +9.2% | -4.1% | +3.9% |
| 30D | +18.7% | -12.3% | +30.9% | +20.5% |
| 3M | +15.5% | -12.7% | +28.2% | +17.1% |
| 6M | +1.2% | -12.8% | +14.0% | +2.4% |
| YTD | -25.2% | +53.8% | -79.0% | -31.3% |
| 1Y | -46.3% | +60.3% | -106.6% | -51.0% |
| All | -9.7% | +32.2% | -41.9% | -18.1% |
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