+58.8%
DOV vs ACM
-12.3%
+71.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.9% | +5.4% | -7.2% | -3.7% |
| 30D | +8.3% | +15.1% | -6.9% | +2.7% |
| 3M | -3.1% | -10.5% | +7.4% | +0.7% |
| 6M | -9.8% | -19.7% | +9.9% | -2.2% |
| YTD | +5.2% | -28.8% | +34.0% | +19.1% |
| 1Y | +15.3% | -47.9% | +63.2% | +54.7% |
| 3Y | +58.8% | -12.4% | +71.1% | +53.4% |
| All | +58.8% | -12.3% | +71.1% | +53.4% |
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