+289.8%
DOV vs ACM
+128.0%
+161.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +2.5% | -0.3% | +2.8% | +2.7% |
| 30D | -7.5% | -12.9% | +5.4% | -1.8% |
| 3M | -9.7% | -6.4% | -3.3% | -7.9% |
| 6M | -6.1% | -29.2% | +23.1% | +9.7% |
| YTD | +0.5% | -29.9% | +30.4% | +16.8% |
| 1Y | +10.5% | -47.3% | +57.8% | +48.3% |
| 3Y | +41.7% | -19.6% | +61.3% | +50.1% |
| 5Y | +18.4% | +5.5% | +12.9% | +7.4% |
| 10Y | +289.8% | +129.7% | +160.1% | +130.5% |
| All | +289.8% | +128.0% | +161.8% | +130.5% |
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