+40.7%
DOV vs ACM
-19.2%
+59.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -2.7% | -3.7% | +1.1% | -1.2% |
| 30D | -8.1% | -11.1% | +3.0% | -4.1% |
| 3M | -9.4% | -8.0% | -1.4% | -7.1% |
| 6M | -12.6% | -29.7% | +17.0% | +1.0% |
| YTD | -0.5% | -29.4% | +28.9% | +13.4% |
| 1Y | +9.2% | -46.4% | +55.7% | +44.0% |
| All | +40.7% | -19.2% | +59.9% | +39.8% |
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 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