+271.3%
DGX vs ACM
+132.6%
+138.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.6% | +5.6% | -4.1% | +0.1% |
| 30D | +11.2% | +20.8% | -9.6% | +6.0% |
| 3M | +10.4% | +11.4% | -1.0% | +7.1% |
| 6M | +37.1% | +0.9% | +36.1% | +35.6% |
| YTD | +52.1% | -24.8% | +76.9% | +61.2% |
| 1Y | +40.7% | -46.4% | +87.2% | +63.3% |
| 3Y | +107.6% | -9.2% | +116.8% | +103.4% |
| 5Y | +90.6% | +5.0% | +85.6% | +75.9% |
| All | +271.3% | +132.6% | +138.7% | +154.3% |
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