+3.6%
DVN vs ACM
+252.1%
-248.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +10.4% | +5.6% | +4.7% | +6.8% |
| 30D | -6.7% | +20.8% | -27.5% | -16.9% |
| 3M | +5.6% | +11.4% | -5.8% | -2.3% |
| 6M | +0.7% | +0.9% | -0.3% | -3.3% |
| YTD | +29.6% | -24.8% | +54.4% | +43.9% |
| 1Y | +36.3% | -46.4% | +82.8% | +84.1% |
| 3Y | +13.2% | -9.2% | +22.4% | +8.4% |
| 5Y | +38.6% | +5.0% | +33.6% | +21.2% |
| 10Y | +60.9% | +130.6% | -69.7% | -7.2% |
| All | +3.6% | +252.1% | -248.5% | -58.7% |
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