+77.5%
DE vs ACM
-19.8%
+97.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +9.6% | -12.9% | +22.6% | +14.2% |
| 3M | +19.0% | -6.4% | +25.3% | +20.7% |
| 6M | +16.1% | -29.2% | +45.3% | +29.6% |
| YTD | +47.0% | -29.9% | +77.0% | +63.6% |
| 1Y | +43.1% | -47.3% | +90.4% | +77.6% |
| 3Y | +77.5% | -19.6% | +97.1% | +76.7% |
| All | +77.5% | -19.8% | +97.3% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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