+568.4%
DGX vs ACM
+230.8%
+337.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | -2.3% | -3.7% | +1.4% | -1.4% |
| 30D | +0.6% | -11.1% | +11.7% | +3.0% |
| 3M | +21.4% | -8.0% | +29.4% | +23.1% |
| 6M | +14.7% | -29.7% | +44.4% | +23.5% |
| YTD | +38.4% | -29.4% | +67.8% | +48.2% |
| 1Y | +34.0% | -46.4% | +80.4% | +52.6% |
| 3Y | +92.7% | -22.3% | +115.0% | +98.1% |
| 5Y | +67.7% | +4.5% | +63.2% | +58.2% |
| 10Y | +248.0% | +127.6% | +120.4% | +157.9% |
| All | +568.4% | +230.8% | +337.7% | +310.2% |
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