+858.3%
DOV vs ACM
+250.9%
+607.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -0.1% | +3.0% | -3.1% | -1.4% |
| 30D | +11.3% | +19.7% | -8.4% | +2.4% |
| 3M | +2.2% | +5.3% | -3.1% | -1.1% |
| 6M | -2.9% | -10.8% | +7.8% | +0.3% |
| YTD | +9.6% | -25.1% | +34.7% | +21.7% |
| 1Y | +16.7% | -45.8% | +62.4% | +50.0% |
| 3Y | +66.9% | -9.4% | +76.2% | +67.4% |
| 5Y | +32.0% | +4.8% | +27.2% | +22.8% |
| 10Y | +334.8% | +129.8% | +205.0% | +166.2% |
| All | +858.3% | +250.9% | +607.5% | +346.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling