+180.6%
DVA vs ACM
+134.0%
+46.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -1.3% | -4.6% | +3.3% | -0.1% |
| 30D | 0.0% | +4.1% | -4.1% | -1.2% |
| 3M | -10.9% | -8.3% | -2.6% | -9.3% |
| 6M | +17.3% | -30.1% | +47.3% | +28.1% |
| YTD | +59.8% | -32.6% | +92.4% | +75.0% |
| 1Y | +36.3% | -49.6% | +85.8% | +62.4% |
| 3Y | +88.6% | -23.0% | +111.6% | +94.3% |
| 5Y | +47.5% | +2.0% | +45.6% | +36.7% |
| All | +180.6% | +134.0% | +46.6% | +93.8% |
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