+128.9%
DPZ vs ACM
+154.9%
-26.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.7% |
| 7D | +9.5% | +5.1% | +4.4% | +8.5% |
| 30D | +12.8% | +11.5% | +1.3% | +10.5% |
| 3M | -6.2% | -10.5% | +4.2% | -4.6% |
| 6M | +4.3% | -20.4% | +24.6% | +8.1% |
| YTD | -16.6% | -28.9% | +12.2% | -12.1% |
| 1Y | -12.8% | -48.7% | +35.9% | -2.3% |
| 3Y | -0.8% | -12.5% | +11.7% | 0.0% |
| 5Y | -25.8% | +0.5% | -26.3% | -27.1% |
| All | +128.9% | +154.9% | -26.0% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling