+107.3%
DG vs ACM
+128.0%
-20.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | +1.0% | -12.9% | +13.9% | +3.8% |
| 3M | +20.3% | -6.4% | +26.7% | +21.6% |
| 6M | -11.7% | -29.2% | +17.5% | -5.5% |
| YTD | -2.3% | -29.9% | +27.6% | +4.2% |
| 1Y | +20.0% | -47.3% | +67.3% | +36.2% |
| 3Y | +7.2% | -19.6% | +26.9% | +9.2% |
| 5Y | -37.9% | +5.5% | -43.4% | -41.2% |
| 10Y | +107.3% | +129.7% | -22.4% | +53.4% |
| All | +107.3% | +128.0% | -20.7% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling