+82.3%
DT vs ACM
+107.6%
-25.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -7.5% | +6.6% | -14.1% | -10.1% |
| 30D | -31.5% | +19.8% | -51.3% | -37.0% |
| 3M | -14.0% | -3.1% | -10.9% | -13.7% |
| 6M | +6.9% | -11.5% | +18.4% | +10.9% |
| YTD | +0.3% | -24.7% | +25.0% | +11.2% |
| 1Y | -6.9% | -45.1% | +38.1% | +19.9% |
| 3Y | -13.9% | -8.9% | -5.0% | -15.3% |
| 5Y | -39.9% | +5.4% | -45.3% | -45.0% |
| All | +82.3% | +107.6% | -25.2% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling