+352.4%
ACGL vs DOC
+19.9%
+332.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +1.4% |
| 7D | +8.0% | +8.7% | -0.8% | +4.4% |
| 30D | +17.3% | +7.6% | +9.7% | +13.8% |
| 3M | +11.2% | -5.3% | +16.5% | +13.4% |
| 6M | +18.2% | +27.6% | -9.4% | +5.8% |
| YTD | +15.4% | +32.4% | -17.0% | +1.0% |
| 1Y | +26.5% | +22.9% | +3.7% | +14.2% |
| 3Y | +36.1% | +43.1% | -7.0% | +10.5% |
| 5Y | +175.9% | -21.4% | +197.3% | +196.7% |
| 10Y | +352.4% | +16.8% | +335.6% | +308.3% |
| All | +352.4% | +19.9% | +332.6% | +308.3% |
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