+24.9%
DOV vs ACM
-2.7%
+27.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.9% | +5.4% | -7.2% | -4.2% |
| 30D | +8.3% | +15.1% | -6.9% | +1.4% |
| 3M | -3.1% | -10.5% | +7.4% | +1.3% |
| 6M | -9.8% | -19.7% | +9.9% | -1.2% |
| YTD | +5.2% | -28.8% | +34.0% | +21.2% |
| 1Y | +15.3% | -47.9% | +63.2% | +58.5% |
| 3Y | +58.8% | -12.4% | +71.1% | +55.6% |
| All | +24.9% | -2.7% | +27.6% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling