+188.1%
DVA vs ACM
+132.6%
+55.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -8.8% | +5.6% | -14.4% | -10.2% |
| 30D | -3.4% | +20.8% | -24.2% | -8.5% |
| 3M | -2.6% | +11.4% | -14.0% | -5.8% |
| 6M | -11.9% | +0.9% | -12.8% | -12.9% |
| YTD | +53.6% | -24.8% | +78.5% | +63.3% |
| 1Y | +41.9% | -46.4% | +88.3% | +67.3% |
| 3Y | +97.5% | -9.2% | +106.7% | +94.2% |
| 5Y | +65.0% | +5.0% | +60.0% | +51.6% |
| All | +188.1% | +132.6% | +55.5% | +95.4% |
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