+117.6%
DT vs ACM
+94.6%
+23.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -3.3% | -3.7% | +0.4% | -1.6% |
| 30D | +2.0% | -11.1% | +13.2% | +6.9% |
| 3M | +20.0% | -8.0% | +28.0% | +23.2% |
| 6M | +39.3% | -29.7% | +68.9% | +61.2% |
| YTD | +19.8% | -29.4% | +49.1% | +37.2% |
| 1Y | +4.3% | -46.4% | +50.7% | +36.0% |
| 3Y | +7.7% | -22.3% | +30.0% | +14.8% |
| 5Y | -26.8% | +4.5% | -31.3% | -32.4% |
| All | +117.6% | +94.6% | +23.0% | +32.3% |
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