+517.3%
DIA vs ACM
+230.8%
+286.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -0.2% | -3.7% | +3.6% | +1.1% |
| 30D | -1.5% | -11.1% | +9.6% | +1.8% |
| 3M | +3.8% | -8.0% | +11.7% | +5.8% |
| 6M | +10.3% | -29.7% | +39.9% | +22.1% |
| YTD | +12.1% | -29.4% | +41.5% | +23.3% |
| 1Y | +18.6% | -46.4% | +65.1% | +42.3% |
| 3Y | +60.6% | -22.3% | +83.0% | +68.4% |
| 5Y | +64.4% | +4.5% | +60.0% | +54.4% |
| 10Y | +250.1% | +127.6% | +122.5% | +142.4% |
| All | +517.3% | +230.8% | +286.5% | +226.9% |
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