+246.2%
DIA vs ACM
+128.0%
+118.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +0.1% | -0.3% | +0.3% | +0.2% |
| 30D | -2.1% | -12.9% | +10.9% | +2.3% |
| 3M | +4.2% | -6.4% | +10.5% | +5.7% |
| 6M | +11.9% | -29.2% | +41.1% | +25.1% |
| YTD | +10.8% | -29.9% | +40.8% | +23.6% |
| 1Y | +17.5% | -47.3% | +64.8% | +45.2% |
| 3Y | +59.9% | -19.6% | +79.6% | +65.3% |
| 5Y | +64.1% | +5.5% | +58.6% | +50.3% |
| 10Y | +246.2% | +129.7% | +116.5% | +132.0% |
| All | +246.2% | +128.0% | +118.3% | +132.0% |
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