-27.5%
DPZ vs ACM
-2.7%
-24.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +6.6% | +5.4% | +1.2% | +5.0% |
| 30D | +10.3% | +15.1% | -4.8% | +5.9% |
| 3M | -6.2% | -10.5% | +4.3% | -3.6% |
| 6M | +4.2% | -19.7% | +23.9% | +10.2% |
| YTD | -18.4% | -28.8% | +10.4% | -11.2% |
| 1Y | -14.9% | -47.9% | +32.9% | +3.1% |
| 3Y | -4.6% | -12.4% | +7.7% | -7.3% |
| All | -27.5% | -2.7% | -24.8% | -34.5% |
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 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