+87.8%
DT vs ACM
+107.2%
-19.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +3.1% | +5.6% | -2.5% | +0.6% |
| 30D | -29.5% | +20.8% | -50.4% | -35.4% |
| 3M | -11.7% | +11.4% | -23.1% | -16.5% |
| 6M | +29.0% | +0.9% | +28.1% | +26.3% |
| YTD | +3.4% | -24.8% | +28.2% | +14.6% |
| 1Y | -4.2% | -46.4% | +42.2% | +24.9% |
| 3Y | -12.8% | -9.2% | -3.6% | -14.1% |
| 5Y | -39.6% | +5.0% | -44.6% | -44.7% |
| All | +87.8% | +107.2% | -19.3% | +10.5% |
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 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