+274.0%
ACGL vs DOC
-2.1%
+276.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.0% |
| 7D | -0.7% | -1.5% | +0.7% | -0.2% |
| 30D | -1.0% | -4.8% | +3.8% | +0.9% |
| 3M | +11.0% | +6.9% | +4.2% | +8.0% |
| 6M | -0.3% | +20.7% | -21.1% | -8.7% |
| YTD | +2.3% | +34.1% | -31.9% | -10.7% |
| 1Y | +6.4% | +22.6% | -16.3% | -4.0% |
| 3Y | +34.0% | +20.8% | +13.1% | +18.1% |
| 5Y | +161.6% | -24.9% | +186.5% | +188.8% |
| All | +274.0% | -2.1% | +276.0% | +249.6% |
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