+344.3%
ACGL vs DOC
+14.9%
+329.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +6.4% | +6.2% | +0.1% | +3.8% |
| 30D | +16.6% | +6.5% | +10.1% | +13.6% |
| 3M | +11.6% | -6.2% | +17.8% | +14.2% |
| 6M | +17.5% | +25.6% | -8.1% | +5.8% |
| YTD | +15.3% | +32.1% | -16.8% | +1.0% |
| 1Y | +26.3% | +20.3% | +6.0% | +15.0% |
| 3Y | +35.9% | +42.7% | -6.8% | +10.5% |
| 5Y | +168.2% | -22.2% | +190.3% | +189.8% |
| All | +344.3% | +14.9% | +329.4% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling