+233.3%
ACM vs DAR
+535.3%
-302.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +5.4% | -9.9% | +15.3% | +9.2% |
| 30D | +15.1% | -16.4% | +31.5% | +22.1% |
| 3M | -10.5% | -17.1% | +6.6% | -5.3% |
| 6M | -19.7% | -20.5% | +0.8% | -14.4% |
| YTD | -28.8% | +39.4% | -68.2% | -38.5% |
| 1Y | -47.9% | +57.2% | -105.1% | -57.0% |
| 3Y | -12.4% | +13.9% | -26.2% | -23.9% |
| 5Y | +0.6% | -40.8% | +41.4% | +6.9% |
| 10Y | +161.3% | +276.2% | -115.0% | +30.0% |
| All | +233.3% | +535.3% | -302.0% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling