+775.0%
DLR vs ACM
+233.3%
+541.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.6% | +5.4% | -9.0% | -5.3% |
| 30D | -3.5% | +15.1% | -18.6% | -8.1% |
| 3M | -8.9% | -10.5% | +1.5% | -6.3% |
| 6M | -11.6% | -19.7% | +8.1% | -6.1% |
| YTD | +14.9% | -28.8% | +43.7% | +25.8% |
| 1Y | +6.4% | -47.9% | +54.3% | +29.6% |
| 3Y | +47.3% | -12.4% | +59.6% | +47.3% |
| 5Y | +32.8% | +0.6% | +32.3% | +25.8% |
| 10Y | +169.6% | +161.3% | +8.3% | +60.0% |
| All | +775.0% | +233.3% | +541.7% | +321.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling