+2,088.3%
DPZ vs ACM
+230.8%
+1,857.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.5% | -3.7% | +1.2% | -1.5% |
| 30D | -7.0% | -11.1% | +4.1% | -4.3% |
| 3M | +11.6% | -8.0% | +19.6% | +13.6% |
| 6M | -15.2% | -29.7% | +14.5% | -7.2% |
| YTD | -17.2% | -29.4% | +12.1% | -10.1% |
| 1Y | -24.8% | -46.4% | +21.6% | -12.0% |
| 3Y | -8.7% | -22.3% | +13.7% | -4.9% |
| 5Y | -28.9% | +4.5% | -33.4% | -32.9% |
| 10Y | +153.6% | +127.6% | +26.0% | +71.0% |
| All | +2,088.3% | +230.8% | +1,857.6% | +1,118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling