+25.3%
DG vs ACM
-45.8%
+71.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +8.4% | -3.7% | +12.1% | +9.1% |
| 30D | +4.9% | -11.1% | +16.0% | +6.9% |
| 3M | +29.3% | -8.0% | +37.3% | +30.7% |
| 6M | -11.3% | -29.7% | +18.4% | -7.2% |
| YTD | +1.8% | -29.4% | +31.1% | +5.4% |
| 1Y | +25.3% | -46.4% | +71.8% | +41.0% |
| All | +25.3% | -45.8% | +71.1% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling