+242.4%
DGX vs ACM
+131.7%
+110.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.4% |
| 7D | -3.5% | -5.9% | +2.4% | -2.0% |
| 30D | -2.7% | -6.2% | +3.5% | -1.4% |
| 3M | +13.9% | -7.9% | +21.8% | +15.5% |
| 6M | +16.0% | -30.6% | +46.6% | +25.9% |
| YTD | +34.9% | -33.3% | +68.2% | +47.1% |
| 1Y | +30.6% | -49.2% | +79.8% | +52.3% |
| 3Y | +93.0% | -23.5% | +116.4% | +97.9% |
| 5Y | +64.4% | +0.9% | +63.5% | +53.2% |
| All | +242.4% | +131.7% | +110.7% | +152.5% |
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