+34.3%
DLR vs ACM
+5.0%
+29.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.6% | -3.7% | +5.3% | +2.8% |
| 30D | -3.4% | -11.1% | +7.8% | -0.1% |
| 3M | +0.5% | -8.0% | +8.5% | +2.5% |
| 6M | +4.6% | -29.7% | +34.2% | +16.7% |
| YTD | +23.4% | -29.4% | +52.8% | +35.8% |
| 1Y | +19.0% | -46.4% | +65.5% | +46.2% |
| 3Y | +56.5% | -22.3% | +78.9% | +57.8% |
| All | +34.3% | +5.0% | +29.3% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling