+340.2%
DOV vs ACM
+147.1%
+193.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.2% | -0.7% | +1.9% |
| 7D | -1.4% | +6.9% | -8.3% | -4.6% |
| 30D | +12.8% | +19.1% | -6.3% | +3.4% |
| 3M | +1.1% | -6.9% | +8.1% | +3.7% |
| 6M | -2.6% | -12.0% | +9.4% | +1.7% |
| YTD | +9.9% | -25.1% | +35.0% | +23.4% |
| 1Y | +19.3% | -45.4% | +64.7% | +57.5% |
| 3Y | +68.4% | -6.9% | +75.3% | +65.2% |
| 5Y | +29.1% | +3.7% | +25.4% | +18.5% |
| 10Y | +340.2% | +135.8% | +204.4% | +161.8% |
| All | +340.2% | +147.1% | +193.0% | +161.8% |
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