+183.0%
DLR vs ACM
+131.8%
+51.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | -2.0% | +3.0% | -5.0% | -2.7% |
| 30D | +0.5% | +19.7% | -19.1% | -3.9% |
| 3M | -4.4% | +5.3% | -9.7% | -6.2% |
| 6M | -6.4% | -10.8% | +4.3% | -4.6% |
| YTD | +19.5% | -25.1% | +44.6% | +26.5% |
| 1Y | +10.5% | -45.8% | +56.3% | +27.9% |
| 3Y | +54.0% | -9.4% | +63.4% | +52.7% |
| 5Y | +39.7% | +4.8% | +34.9% | +33.3% |
| All | +183.0% | +131.8% | +51.2% | +121.4% |
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