+604.7%
DG vs ACM
+175.0%
+429.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | +1.1% |
| 7D | +0.7% | +6.9% | -6.2% | -0.7% |
| 30D | +7.4% | +19.1% | -11.6% | +3.7% |
| 3M | +8.5% | -6.9% | +15.4% | +9.8% |
| 6M | +21.9% | -12.0% | +33.9% | +24.4% |
| YTD | +4.9% | -25.1% | +30.1% | +10.0% |
| 1Y | +40.4% | -45.4% | +85.8% | +56.9% |
| 3Y | +23.5% | -6.9% | +30.4% | +22.3% |
| 5Y | -32.3% | +3.7% | -36.0% | -34.9% |
| 10Y | +119.3% | +135.8% | -16.5% | +70.4% |
| All | +604.7% | +175.0% | +429.6% | +418.4% |
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