+165.8%
DLR vs ACM
+128.0%
+37.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | -2.2% | -12.9% | +10.7% | +0.7% |
| 3M | +4.7% | -6.4% | +11.1% | +5.8% |
| 6M | +9.0% | -29.2% | +38.2% | +17.8% |
| YTD | +24.1% | -29.9% | +54.1% | +33.5% |
| 1Y | +20.9% | -47.3% | +68.2% | +39.9% |
| 3Y | +60.0% | -19.6% | +79.6% | +63.8% |
| 5Y | +35.3% | +5.5% | +29.8% | +29.7% |
| 10Y | +165.8% | +129.7% | +36.1% | +119.4% |
| All | +165.8% | +128.0% | +37.8% | +119.4% |
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