+589.6%
DG vs ACM
+161.5%
+428.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +1.1% | +5.4% | -4.3% | +0.1% |
| 30D | +9.5% | +15.1% | -5.6% | +6.5% |
| 3M | +5.5% | -10.5% | +15.9% | +7.6% |
| 6M | +16.1% | -19.7% | +35.8% | +20.7% |
| YTD | +2.7% | -28.8% | +31.5% | +8.8% |
| 1Y | +42.1% | -47.9% | +90.0% | +60.3% |
| 3Y | +19.3% | -12.4% | +31.6% | +19.6% |
| 5Y | -35.3% | +0.6% | -35.9% | -37.5% |
| 10Y | +123.9% | +161.3% | -37.3% | +70.7% |
| All | +589.6% | +161.5% | +428.1% | +412.6% |
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