+177.5%
DLR vs ACM
+147.1%
+30.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.2% | -1.8% | +2.1% |
| 7D | +2.4% | +6.9% | -4.5% | +0.7% |
| 30D | +0.7% | +19.1% | -18.3% | -3.5% |
| 3M | -6.4% | -6.9% | +0.5% | -5.2% |
| 6M | -6.5% | -12.0% | +5.5% | -4.4% |
| YTD | +18.8% | -25.1% | +43.9% | +25.7% |
| 1Y | +9.0% | -45.4% | +54.5% | +25.6% |
| 3Y | +54.5% | -6.9% | +61.4% | +52.1% |
| 5Y | +35.8% | +3.7% | +32.1% | +30.0% |
| 10Y | +177.5% | +135.8% | +41.7% | +112.8% |
| All | +177.5% | +147.1% | +30.3% | +112.8% |
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