+230.8%
ACM vs DAR
+725.2%
-494.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.7% | +1.4% | -5.1% | -4.3% |
| 30D | -11.1% | +12.8% | -23.9% | -15.3% |
| 3M | -8.0% | +7.4% | -15.3% | -11.2% |
| 6M | -29.7% | +22.3% | -51.9% | -35.6% |
| YTD | -29.4% | +81.1% | -110.5% | -44.1% |
| 1Y | -46.4% | +106.5% | -152.9% | -60.0% |
| 3Y | -22.3% | +5.3% | -27.6% | -29.9% |
| 5Y | +4.5% | -11.5% | +16.0% | -3.8% |
| 10Y | +127.6% | +353.3% | -225.7% | +6.6% |
| All | +230.8% | +725.2% | -494.4% | +2.8% |
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