+2,105.4%
DPZ vs ACM
+233.2%
+1,872.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | -6.2% | -10.5% | +4.2% | -3.8% |
| 6M | +4.3% | -20.4% | +24.6% | +10.2% |
| YTD | -16.6% | -28.9% | +12.2% | -9.6% |
| 1Y | -12.8% | -48.7% | +35.9% | +3.5% |
| 3Y | -0.8% | -12.5% | +11.7% | -0.2% |
| 5Y | -25.8% | +0.5% | -26.3% | -28.9% |
| 10Y | +130.9% | +161.2% | -30.3% | +48.5% |
| All | +2,105.4% | +233.2% | +1,872.2% | +1,124.3% |
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