+549.5%
DTE vs ACM
+230.8%
+318.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.2% | -3.7% | +3.9% | +1.0% |
| 30D | -2.6% | -11.1% | +8.5% | -0.2% |
| 3M | -3.9% | -8.0% | +4.1% | -2.6% |
| 6M | -7.9% | -29.7% | +21.7% | -0.9% |
| YTD | +7.2% | -29.4% | +36.5% | +14.6% |
| 1Y | +3.1% | -46.4% | +49.5% | +17.5% |
| 3Y | +47.6% | -22.3% | +69.9% | +51.5% |
| 5Y | +32.7% | +4.5% | +28.3% | +24.9% |
| 10Y | +138.8% | +127.6% | +11.1% | +79.3% |
| All | +549.5% | +230.8% | +318.7% | +268.1% |
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