+41.8%
DVA vs ACM
+2.7%
+39.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.2% |
| 7D | +2.0% | -3.7% | +5.7% | +2.8% |
| 30D | -0.4% | -12.7% | +12.3% | +2.2% |
| 3M | -7.7% | -9.8% | +2.1% | -6.0% |
| 6M | +20.0% | -31.4% | +51.4% | +29.3% |
| YTD | +61.1% | -32.1% | +93.2% | +72.5% |
| 1Y | +33.9% | -47.8% | +81.7% | +54.0% |
| 3Y | +91.5% | -22.1% | +113.6% | +93.0% |
| 5Y | +41.8% | +1.8% | +40.0% | +28.2% |
| All | +41.8% | +2.7% | +39.0% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling