+202.9%
DVA vs ACM
+131.8%
+71.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -4.8% | +3.0% | -7.8% | -5.6% |
| 30D | +0.9% | +19.7% | -18.7% | -4.1% |
| 3M | +2.9% | +5.3% | -2.4% | +0.9% |
| 6M | -7.8% | -10.8% | +3.0% | -5.8% |
| YTD | +61.5% | -25.1% | +86.6% | +71.8% |
| 1Y | +50.1% | -45.8% | +95.9% | +76.3% |
| 3Y | +121.1% | -9.4% | +130.5% | +117.5% |
| 5Y | +72.9% | +4.8% | +68.1% | +58.9% |
| All | +202.9% | +131.8% | +71.1% | +105.6% |
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