-24.8%
DPZ vs ACM
-45.8%
+20.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -2.5% | -3.7% | +1.2% | -2.2% |
| 30D | -7.0% | -11.1% | +4.1% | -6.0% |
| 3M | +11.6% | -8.0% | +19.6% | +12.1% |
| 6M | -15.2% | -29.7% | +14.5% | -13.7% |
| YTD | -17.2% | -29.4% | +12.1% | -15.9% |
| 1Y | -24.8% | -46.4% | +21.6% | -23.2% |
| All | -24.8% | -45.8% | +20.9% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling