+576.3%
DVA vs ACM
+230.8%
+345.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.8% | -3.7% | +5.6% | +2.8% |
| 30D | -2.5% | -11.1% | +8.6% | 0.0% |
| 3M | -4.3% | -8.0% | +3.7% | -2.8% |
| 6M | +18.9% | -29.7% | +48.5% | +28.3% |
| YTD | +61.9% | -29.4% | +91.3% | +73.4% |
| 1Y | +35.7% | -46.4% | +82.2% | +55.2% |
| 3Y | +78.6% | -22.3% | +101.0% | +84.3% |
| 5Y | +39.2% | +4.5% | +34.7% | +31.7% |
| 10Y | +184.0% | +127.6% | +56.4% | +112.0% |
| All | +576.3% | +230.8% | +345.5% | +315.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling