-13.2%
DVA vs ACM
-12.8%
-0.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -5.1% |
| 7D | -10.7% | +5.1% | -15.7% | -11.3% |
| 30D | -4.4% | +18.7% | -23.1% | -6.9% |
| 3M | -4.1% | +15.5% | -19.6% | -6.2% |
| 6M | -13.2% | +1.2% | -14.4% | -13.4% |
| All | -13.2% | -12.8% | -0.4% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling