-2.5%
DPZ vs ACM
-12.3%
+9.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.8% |
| 7D | +9.5% | +5.1% | +4.4% | +8.3% |
| 30D | +12.8% | +11.5% | +1.3% | +10.0% |
| 3M | -6.2% | -10.5% | +4.2% | -4.2% |
| 6M | +4.3% | -20.4% | +24.6% | +9.2% |
| YTD | -16.6% | -28.9% | +12.2% | -10.8% |
| 1Y | -12.8% | -48.7% | +35.9% | +3.2% |
| All | -2.5% | -12.3% | +9.8% | -7.4% |
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