+54.4%
DLR vs ACM
-9.1%
+63.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +3.3% | +5.6% | -2.3% | +2.2% |
| 30D | +4.6% | +20.8% | -16.2% | +0.9% |
| 3M | -8.3% | +11.4% | -19.7% | -10.4% |
| 6M | -5.6% | +0.9% | -6.6% | -6.3% |
| YTD | +18.7% | -24.8% | +43.5% | +24.9% |
| 1Y | +17.1% | -46.4% | +63.5% | +38.8% |
| 3Y | +54.4% | -9.2% | +63.6% | +36.9% |
| All | +54.4% | -9.1% | +63.5% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling