-26.7%
DT vs ACM
+5.0%
-31.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | -3.3% | -3.7% | +0.4% | -1.5% |
| 30D | +2.0% | -11.1% | +13.2% | +7.4% |
| 3M | +20.0% | -8.0% | +28.0% | +23.5% |
| 6M | +39.3% | -29.7% | +68.9% | +64.7% |
| YTD | +19.8% | -29.4% | +49.1% | +39.6% |
| 1Y | +4.3% | -46.4% | +50.7% | +42.5% |
| 3Y | +7.7% | -22.3% | +30.0% | +11.9% |
| All | -26.7% | +5.0% | -31.6% | -40.3% |
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 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