+1,600.3%
DE vs ACM
+230.8%
+1,369.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +10.0% | -3.7% | +13.8% | +11.9% |
| 30D | +13.3% | -11.1% | +24.4% | +18.6% |
| 3M | +17.5% | -8.0% | +25.5% | +20.7% |
| 6M | +13.6% | -29.7% | +43.2% | +31.6% |
| YTD | +49.8% | -29.4% | +79.2% | +71.7% |
| 1Y | +47.9% | -46.4% | +94.3% | +91.6% |
| 3Y | +72.5% | -22.3% | +94.9% | +84.3% |
| 5Y | +90.2% | +4.5% | +85.8% | +74.8% |
| 10Y | +865.4% | +127.6% | +737.7% | +480.9% |
| All | +1,600.3% | +230.8% | +1,369.5% | +649.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling