+64.9%
DGX vs ACM
+2.7%
+62.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.5% |
| 7D | -2.2% | -3.7% | +1.5% | -1.6% |
| 30D | -0.9% | -12.7% | +11.7% | +1.1% |
| 3M | +15.6% | -9.8% | +25.4% | +17.1% |
| 6M | +17.8% | -31.4% | +49.2% | +25.2% |
| YTD | +37.5% | -32.1% | +69.5% | +45.8% |
| 1Y | +31.2% | -47.8% | +79.0% | +46.4% |
| 3Y | +96.6% | -22.1% | +118.7% | +96.5% |
| 5Y | +64.9% | +1.8% | +63.1% | +53.7% |
| All | +64.9% | +2.7% | +62.2% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling