+2.2%
ACM vs DAR
-27.0%
+29.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.3% |
| 7D | +5.6% | +11.6% | -5.9% | +3.3% |
| 30D | +20.8% | -10.2% | +31.1% | +23.3% |
| 3M | +11.4% | -14.8% | +26.2% | +14.6% |
| 6M | +0.9% | -10.1% | +11.0% | +2.2% |
| YTD | -24.8% | +55.5% | -80.3% | -33.4% |
| 1Y | -46.4% | +61.7% | -108.1% | -53.0% |
| 3Y | -9.2% | +37.2% | -46.4% | -20.7% |
| All | +2.2% | -27.0% | +29.2% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling