-4.4%
DOC vs ACM
+127.0%
-131.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.5% | -3.7% | +2.3% | 0.0% |
| 30D | -4.8% | -11.1% | +6.3% | -0.9% |
| 3M | +6.9% | -8.0% | +14.9% | +9.4% |
| 6M | +20.7% | -29.7% | +50.4% | +36.6% |
| YTD | +34.1% | -29.4% | +63.5% | +50.3% |
| 1Y | +22.6% | -46.4% | +69.1% | +53.2% |
| 3Y | +20.8% | -22.3% | +43.2% | +26.5% |
| 5Y | -24.9% | +4.5% | -29.3% | -31.9% |
| All | -4.4% | +127.0% | -131.4% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling