+39.0%
DVN vs ACM
-46.6%
+85.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.9% | -10.3% | -7.1% |
| 7D | -13.9% | +9.5% | -23.5% | -13.3% |
| 30D | -8.0% | +14.7% | -22.8% | -7.1% |
| 3M | +0.8% | -9.5% | +10.3% | +0.8% |
| 6M | -12.8% | -18.0% | +5.3% | -12.7% |
| YTD | +22.7% | -27.3% | +50.0% | +23.7% |
| 1Y | +39.0% | -47.0% | +86.0% | +46.4% |
| All | +39.0% | -46.6% | +85.6% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling