-25.8%
DPZ vs ACM
+1.8%
-27.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.9% |
| 7D | +9.5% | +5.1% | +4.4% | +8.0% |
| 30D | +12.8% | +11.5% | +1.3% | +9.3% |
| 3M | -6.2% | -10.5% | +4.2% | -3.7% |
| 6M | +4.3% | -20.4% | +24.6% | +10.5% |
| YTD | -16.6% | -28.9% | +12.2% | -9.2% |
| 1Y | -12.8% | -48.7% | +35.9% | +6.3% |
| 3Y | -0.8% | -12.5% | +11.7% | -3.5% |
| 5Y | -25.8% | +0.5% | -26.3% | -33.2% |
| All | -25.8% | +1.8% | -27.6% | -33.2% |
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